+1,726.2%
BE vs BRO
-7.6%
+1,733.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.6% |
| 7D | +9.0% | -7.3% | +16.4% | +5.4% |
| 30D | +16.3% | -6.9% | +23.1% | +12.9% |
| 3M | +10.8% | +10.7% | +0.1% | +14.6% |
| 6M | +73.2% | -2.7% | +75.9% | +78.7% |
| YTD | +217.4% | -16.3% | +233.7% | +231.1% |
| 1Y | +309.8% | -29.1% | +338.9% | +351.6% |
| 3Y | +1,726.2% | -7.8% | +1,734.0% | +1,601.0% |
| All | +1,726.2% | -7.6% | +1,733.8% | +1,601.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling