+14,390.7%
BN vs BRO
+25,589.7%
-11,199.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -5.9% | -8.6% | +2.7% | -3.9% |
| 30D | -15.1% | -6.9% | -8.1% | -13.7% |
| 3M | -14.6% | +10.5% | -25.0% | -16.8% |
| 6M | -8.4% | -2.8% | -5.7% | -8.4% |
| YTD | -16.8% | -16.1% | -0.7% | -14.2% |
| 1Y | -14.4% | -27.6% | +13.2% | -8.8% |
| 3Y | +70.1% | -7.3% | +77.4% | +70.5% |
| 5Y | +33.5% | +19.0% | +14.5% | +26.5% |
| 10Y | +260.2% | +292.7% | -32.5% | +176.9% |
| All | +14,390.7% | +25,589.7% | -11,199.0% | +9,382.7% |
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