+285.2%
BRO vs EAT
+374.9%
-89.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -7.3% | -7.7% | +0.4% | -6.4% |
| 30D | -6.9% | -13.6% | +6.7% | -5.3% |
| 3M | +10.7% | +33.9% | -23.2% | +6.7% |
| 6M | -2.7% | +47.2% | -49.9% | -7.7% |
| YTD | -16.3% | +48.1% | -64.4% | -21.0% |
| 1Y | -29.1% | +33.7% | -62.8% | -32.4% |
| 3Y | -7.8% | +595.8% | -603.6% | -30.3% |
| 5Y | +18.7% | +314.4% | -295.6% | -7.2% |
| All | +285.2% | +374.9% | -89.8% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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