+710.5%
BRO vs BUD
+192.2%
+518.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.8% |
| 7D | -7.6% | -1.3% | -6.3% | -7.3% |
| 30D | -6.9% | -6.1% | -0.7% | -5.2% |
| 3M | +12.8% | -3.8% | +16.6% | +13.9% |
| 6M | -5.9% | +8.2% | -14.0% | -8.4% |
| YTD | -15.9% | +23.6% | -39.5% | -21.4% |
| 1Y | -28.1% | +33.4% | -61.6% | -34.4% |
| 3Y | -7.0% | +45.3% | -52.3% | -18.4% |
| 5Y | +18.0% | +44.3% | -26.3% | +2.2% |
| 10Y | +293.9% | -22.8% | +316.7% | +287.2% |
| All | +710.5% | +192.2% | +518.3% | +418.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling