+134.2%
BP vs BRO
+294.2%
-160.1%
-63.9%
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 | +5.2% | -7.3% | +12.5% | +7.7% |
| 30D | +8.7% | -6.9% | +15.6% | +10.9% |
| 3M | +9.3% | +10.7% | -1.3% | +4.6% |
| 6M | +13.6% | -2.7% | +16.3% | +13.1% |
| YTD | +37.7% | -16.3% | +54.0% | +44.1% |
| 1Y | +40.6% | -29.1% | +69.7% | +56.2% |
| 3Y | +40.3% | -7.8% | +48.2% | +35.4% |
| 5Y | +141.4% | +18.7% | +122.7% | +95.6% |
| All | +134.2% | +294.2% | -160.1% | +17.2% |
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 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