+48.0%
BAX vs BRO
-3.6%
+51.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.5% | -0.5% | +2.7% |
| 7D | +4.1% | +12.4% | -8.4% | +0.8% |
| 30D | +9.4% | +21.6% | -12.2% | +3.5% |
| 3M | -6.5% | +4.3% | -10.8% | -7.5% |
| 6M | +59.6% | +29.2% | +30.4% | +48.7% |
| YTD | +38.9% | -6.4% | +45.2% | +38.8% |
| 1Y | +48.0% | -5.3% | +53.3% | +46.7% |
| All | +48.0% | -3.6% | +51.6% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling