+285.2%
BRO vs BUD
-22.3%
+307.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.4% |
| 7D | -7.3% | -2.6% | -4.7% | -6.6% |
| 30D | -6.9% | -1.2% | -5.6% | -6.5% |
| 3M | +10.7% | -4.9% | +15.6% | +12.1% |
| 6M | -2.7% | +9.3% | -12.0% | -5.4% |
| YTD | -16.3% | +24.0% | -40.3% | -21.6% |
| 1Y | -29.1% | +34.5% | -63.6% | -35.1% |
| 3Y | -7.8% | +43.7% | -51.5% | -18.3% |
| 5Y | +18.7% | +46.0% | -27.3% | +3.2% |
| All | +285.2% | -22.3% | +307.5% | +256.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling