-4.7%
BN vs BRO
-3.6%
-1.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.5% | +1.6% | +5.5% |
| 7D | +12.0% | +12.4% | -0.5% | +10.6% |
| 30D | +17.0% | +21.6% | -4.6% | +14.9% |
| 3M | -3.2% | +4.3% | -7.6% | -3.9% |
| 6M | -3.9% | +29.2% | -33.0% | -6.1% |
| YTD | -5.6% | -6.4% | +0.8% | -7.4% |
| 1Y | -4.7% | -5.3% | +0.6% | -6.2% |
| All | -4.7% | -3.6% | -1.2% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling