+55.3%
BE vs BRO
-3.6%
+58.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.5% | -10.8% | -0.2% |
| 7D | -12.1% | +12.4% | -24.6% | +4.2% |
| 30D | -30.1% | +21.6% | -51.7% | -5.7% |
| 3M | -12.1% | +4.3% | -16.5% | -3.6% |
| 6M | -30.6% | +29.2% | -59.8% | +5.0% |
| YTD | +130.6% | -6.4% | +137.0% | +151.2% |
| 1Y | +55.3% | -5.3% | +60.6% | +70.9% |
| All | +55.3% | -3.6% | +58.9% | +70.9% |
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