-7.8%
BRO vs BOXX
+14.7%
-22.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -6.9% | +0.3% | -7.2% | -7.3% |
| 3M | +10.7% | +1.0% | +9.6% | +8.9% |
| 6M | -2.7% | +1.9% | -4.6% | -5.0% |
| YTD | -16.3% | +2.7% | -19.0% | -18.5% |
| 1Y | -29.1% | +4.0% | -33.1% | -31.0% |
| 3Y | -7.8% | +14.7% | -22.5% | +5.4% |
| All | -7.8% | +14.7% | -22.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling