-39.3%
BAX vs BRO
+294.2%
-333.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -7.9% | -7.3% | -0.5% | -5.1% |
| 30D | -11.7% | -6.9% | -4.8% | -9.2% |
| 3M | +16.2% | +10.7% | +5.5% | +11.4% |
| 6M | +32.0% | -2.7% | +34.7% | +32.5% |
| YTD | +24.7% | -16.3% | +41.0% | +32.1% |
| 1Y | -2.6% | -29.1% | +26.5% | +9.9% |
| 3Y | -35.0% | -7.8% | -27.1% | -35.3% |
| 5Y | -67.6% | +18.7% | -86.3% | -71.9% |
| All | -39.3% | +294.2% | -333.5% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling