-2.6%
BAX vs BRO
-27.7%
+25.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -7.9% | -7.3% | -0.5% | -5.9% |
| 30D | -11.7% | -6.9% | -4.8% | -9.9% |
| 3M | +16.2% | +10.7% | +5.5% | +13.6% |
| 6M | +32.0% | -2.7% | +34.7% | +28.9% |
| YTD | +24.7% | -16.3% | +41.0% | +25.9% |
| 1Y | -2.6% | -29.1% | +26.5% | -2.7% |
| All | -2.6% | -27.7% | +25.1% | -2.7% |
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