+19.4%
BRO vs BR
+8.0%
+11.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -7.3% | -3.0% | -4.3% | -5.8% |
| 30D | -6.9% | -0.3% | -6.6% | -6.7% |
| 3M | +10.7% | +17.3% | -6.6% | +1.3% |
| 6M | -2.7% | -6.7% | +4.0% | +0.2% |
| YTD | -16.3% | -23.4% | +7.1% | -4.4% |
| 1Y | -29.1% | -32.7% | +3.6% | -13.0% |
| 3Y | -7.8% | -5.9% | -1.9% | -7.6% |
| All | +19.4% | +8.0% | +11.4% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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