+493.6%
BRO vs BR
+1,278.7%
-785.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -7.3% | -3.0% | -4.3% | -6.0% |
| 30D | -6.9% | -0.3% | -6.6% | -6.7% |
| 3M | +10.7% | +17.3% | -6.6% | +2.8% |
| 6M | -2.7% | -6.7% | +4.0% | -0.1% |
| YTD | -16.3% | -23.4% | +7.1% | -6.4% |
| 1Y | -29.1% | -32.7% | +3.6% | -16.0% |
| 3Y | -7.8% | -5.9% | -1.9% | -6.8% |
| 5Y | +18.7% | +8.4% | +10.3% | +11.4% |
| 10Y | +291.9% | +189.2% | +102.7% | +138.1% |
| All | +493.6% | +1,278.7% | -785.2% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling