+1,376.6%
BAC vs BRO
+25,667.1%
-24,290.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +1.2% |
| 7D | +0.6% | -7.6% | +8.3% | +3.2% |
| 30D | -1.4% | -6.9% | +5.5% | +0.8% |
| 3M | +15.7% | +12.8% | +2.9% | +10.5% |
| 6M | +32.2% | -5.9% | +38.0% | +33.4% |
| YTD | +15.8% | -15.9% | +31.7% | +20.8% |
| 1Y | +27.3% | -28.1% | +55.4% | +39.5% |
| 3Y | +137.5% | -7.0% | +144.5% | +136.1% |
| 5Y | +73.1% | +18.0% | +55.1% | +57.0% |
| 10Y | +397.7% | +293.9% | +103.8% | +218.3% |
| All | +1,376.6% | +25,667.1% | -24,290.5% | +761.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling