+934.0%
BE vs BRO
+144.9%
+789.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | +9.7% | -8.6% | +18.3% | +13.8% |
| 30D | +22.4% | -6.9% | +29.3% | +25.6% |
| 3M | +10.4% | +10.5% | -0.1% | -0.5% |
| 6M | +67.9% | -2.8% | +70.6% | +60.1% |
| YTD | +197.5% | -16.1% | +213.6% | +205.2% |
| 1Y | +310.6% | -27.6% | +338.2% | +359.2% |
| 3Y | +1,657.2% | -7.3% | +1,664.5% | +1,428.4% |
| 5Y | +1,218.2% | +19.0% | +1,199.2% | +776.3% |
| All | +934.0% | +144.9% | +789.0% | +242.0% |
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 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