+406.7%
BNY vs BRO
+294.2%
+112.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.3% | -7.3% | +6.0% | +2.0% |
| 30D | -0.2% | -6.9% | +6.7% | +2.8% |
| 3M | +14.9% | +10.7% | +4.3% | +7.9% |
| 6M | +40.0% | -2.7% | +42.7% | +39.2% |
| YTD | +42.0% | -16.3% | +58.3% | +51.1% |
| 1Y | +56.9% | -29.1% | +85.9% | +81.0% |
| 3Y | +289.9% | -7.8% | +297.7% | +276.0% |
| 5Y | +259.2% | +18.7% | +240.5% | +185.2% |
| All | +406.7% | +294.2% | +112.5% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling