+12,882.1%
BLK vs BRO
+4,141.1%
+8,740.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | +6.7% | +10.7% | -3.9% | 0.0% |
| 6M | +14.7% | -2.7% | +17.4% | +14.2% |
| YTD | +2.5% | -16.3% | +18.8% | +9.8% |
| 1Y | -2.8% | -29.1% | +26.3% | +13.4% |
| 3Y | +65.9% | -7.8% | +73.7% | +62.7% |
| 5Y | +33.0% | +18.7% | +14.2% | +11.0% |
| 10Y | +281.2% | +291.9% | -10.7% | +67.2% |
| All | +12,882.1% | +4,141.1% | +8,740.9% | +3,551.5% |
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