+246.5%
BBY vs BRO
+294.2%
-47.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +0.6% | -7.3% | +7.9% | +4.6% |
| 30D | +9.4% | -6.9% | +16.3% | +13.4% |
| 3M | +19.3% | +10.7% | +8.7% | +11.9% |
| 6M | +47.9% | -2.7% | +50.6% | +47.8% |
| YTD | +39.6% | -16.3% | +55.9% | +51.3% |
| 1Y | +22.2% | -29.1% | +51.3% | +44.5% |
| 3Y | +45.0% | -7.8% | +52.8% | +39.7% |
| 5Y | +2.6% | +18.7% | -16.2% | -20.8% |
| All | +246.5% | +294.2% | -47.7% | +19.3% |
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