+1,286.6%
BRO vs BG
+1,169.9%
+116.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | -7.3% | +3.1% | -10.4% | -7.9% |
| 30D | -6.9% | +10.2% | -17.1% | -8.6% |
| 3M | +10.7% | -1.7% | +12.3% | +10.6% |
| 6M | -2.7% | +1.0% | -3.7% | -3.5% |
| YTD | -16.3% | +39.9% | -56.2% | -22.1% |
| 1Y | -29.1% | +53.2% | -82.3% | -35.3% |
| 3Y | -7.8% | +16.3% | -24.1% | -12.6% |
| 5Y | +18.7% | +83.9% | -65.1% | +1.8% |
| 10Y | +291.9% | +165.1% | +126.8% | +200.4% |
| All | +1,286.6% | +1,169.9% | +116.7% | +660.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling