+7,924.2%
BNY vs BRO
+25,535.4%
-17,611.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.3% | -7.3% | +6.0% | +0.9% |
| 30D | -0.2% | -6.9% | +6.7% | +1.8% |
| 3M | +14.9% | +10.7% | +4.3% | +10.6% |
| 6M | +40.0% | -2.7% | +42.7% | +39.5% |
| YTD | +42.0% | -16.3% | +58.3% | +47.5% |
| 1Y | +56.9% | -29.1% | +85.9% | +70.9% |
| 3Y | +289.9% | -7.8% | +297.7% | +287.8% |
| 5Y | +259.2% | +18.7% | +240.5% | +227.6% |
| 10Y | +413.3% | +291.9% | +121.4% | +234.6% |
| All | +7,924.2% | +25,535.4% | -17,611.3% | +3,896.3% |
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