+4,042.9%
BRO vs BB
+251.4%
+3,791.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.1% |
| 7D | -8.6% | -2.1% | -6.5% | -8.5% |
| 30D | -6.9% | -16.0% | +9.1% | -6.0% |
| 3M | +10.5% | -14.5% | +25.0% | +10.9% |
| 6M | -2.8% | +118.6% | -121.3% | -9.1% |
| YTD | -16.1% | +98.9% | -115.1% | -21.1% |
| 1Y | -27.6% | +99.5% | -127.1% | -32.1% |
| 3Y | -7.3% | +65.4% | -72.6% | -14.0% |
| 5Y | +19.0% | -27.6% | +46.6% | +15.0% |
| 10Y | +292.7% | -0.4% | +293.1% | +244.2% |
| All | +4,042.9% | +251.4% | +3,791.5% | +3,164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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