-3.5%
BRO vs BTG
+30.1%
-33.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.5% | +0.9% |
| 7D | +9.9% | +5.6% | +4.3% | +10.3% |
| 30D | +22.3% | +1.2% | +21.2% | +22.4% |
| 3M | +5.3% | +29.0% | -23.7% | +7.7% |
| 6M | +30.3% | +25.4% | +5.0% | +33.1% |
| YTD | -5.7% | +18.3% | -24.0% | -5.7% |
| 1Y | -3.5% | +32.4% | -35.9% | -4.2% |
| All | -3.5% | +30.1% | -33.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling