-5.3%
BRO vs EL
+25.6%
-30.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.3% | -1.9% | +3.9% |
| 7D | +12.4% | +2.5% | +9.9% | +12.2% |
| 30D | +21.6% | +20.1% | +1.5% | +20.0% |
| 3M | +4.3% | +29.3% | -24.9% | +2.4% |
| 6M | +29.2% | +38.8% | -9.6% | +26.5% |
| YTD | -6.4% | +8.1% | -14.5% | -6.8% |
| 1Y | -5.3% | +22.3% | -27.7% | -5.5% |
| All | -5.3% | +25.6% | -30.9% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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