+821.5%
BAX vs BRO
+25,667.1%
-24,845.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.5% |
| 7D | -5.1% | -7.6% | +2.6% | -3.9% |
| 30D | -12.2% | -6.9% | -5.3% | -11.2% |
| 3M | +21.8% | +12.8% | +9.0% | +19.6% |
| 6M | +36.3% | -5.9% | +42.2% | +37.3% |
| YTD | +27.8% | -15.9% | +43.7% | +30.7% |
| 1Y | -0.1% | -28.1% | +28.1% | +4.5% |
| 3Y | -33.3% | -7.0% | -26.3% | -33.0% |
| 5Y | -67.1% | +18.0% | -85.1% | -68.2% |
| 10Y | -36.9% | +293.9% | -330.8% | -47.3% |
| All | +821.5% | +25,667.1% | -24,845.6% | +616.1% |
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 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