+30.4%
BIL vs BRO
+543.2%
-512.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | -7.3% | +7.4% | 0.0% |
| 30D | +0.3% | -6.9% | +7.1% | +0.3% |
| 3M | +0.9% | +10.7% | -9.7% | +0.9% |
| 6M | +1.8% | -2.7% | +4.5% | +1.8% |
| YTD | +2.5% | -16.3% | +18.8% | +2.5% |
| 1Y | +3.7% | -29.1% | +32.8% | +3.7% |
| 3Y | +14.1% | -7.8% | +22.0% | +14.1% |
| 5Y | +19.5% | +18.7% | +0.7% | +19.5% |
| 10Y | +25.3% | +291.9% | -266.6% | +25.6% |
| All | +30.4% | +543.2% | -512.8% | +30.9% |
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 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