+674.3%
BRO vs EFV
+255.9%
+418.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -7.3% | -0.8% | -6.5% | -6.9% |
| 30D | -6.9% | +0.6% | -7.5% | -7.2% |
| 3M | +10.7% | +7.5% | +3.1% | +6.1% |
| 6M | -2.7% | +13.0% | -15.7% | -9.7% |
| YTD | -16.3% | +18.3% | -34.6% | -24.6% |
| 1Y | -29.1% | +26.7% | -55.8% | -38.6% |
| 3Y | -7.8% | +89.6% | -97.4% | -37.0% |
| 5Y | +18.7% | +98.2% | -79.5% | -21.2% |
| 10Y | +291.9% | +167.4% | +124.5% | +118.1% |
| All | +674.3% | +255.9% | +418.4% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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