-5.3%
BRO vs BG
+7.2%
-12.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.0% | +4.6% |
| 7D | +12.4% | -3.8% | +16.2% | +12.2% |
| 30D | +21.6% | -9.6% | +31.2% | +20.8% |
| 3M | +4.3% | -8.5% | +12.9% | +3.8% |
| 6M | +29.2% | -23.0% | +52.2% | +27.2% |
| YTD | -6.4% | +10.9% | -17.2% | -12.3% |
| 1Y | -5.3% | +6.0% | -11.3% | -10.1% |
| All | -5.3% | +7.2% | -12.5% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling