+20.2%
BRO vs BOXX
+18.5%
+1.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -6.9% | +0.3% | -7.2% | -7.0% |
| 3M | +10.7% | +1.0% | +9.6% | +10.2% |
| 6M | -2.7% | +1.9% | -4.6% | -3.0% |
| YTD | -16.3% | +2.7% | -19.0% | -16.1% |
| 1Y | -29.1% | +4.0% | -33.1% | -27.9% |
| 3Y | -7.8% | +14.7% | -22.5% | +24.0% |
| All | +20.2% | +18.5% | +1.8% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling