+33.0%
BLK vs BRO
+17.6%
+15.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -3.3% | -7.3% | +4.0% | -0.6% |
| 30D | -6.5% | -6.9% | +0.3% | -4.1% |
| 3M | +6.7% | +10.7% | -3.9% | +1.9% |
| 6M | +14.7% | -2.7% | +17.4% | +14.8% |
| YTD | +2.5% | -16.3% | +18.8% | +9.0% |
| 1Y | -2.8% | -29.1% | +26.3% | +11.2% |
| 3Y | +65.9% | -7.8% | +73.7% | +60.2% |
| All | +33.0% | +17.6% | +15.4% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling