+156.9%
BRO vs EQH
+234.7%
-77.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -7.3% | +0.7% | -8.0% | -7.5% |
| 30D | -6.9% | +2.8% | -9.7% | -7.7% |
| 3M | +10.7% | +23.1% | -12.4% | +3.3% |
| 6M | -2.7% | +41.4% | -44.1% | -13.5% |
| YTD | -16.3% | +14.3% | -30.6% | -20.8% |
| 1Y | -29.1% | +1.6% | -30.7% | -30.5% |
| 3Y | -7.8% | +102.7% | -110.5% | -30.8% |
| 5Y | +18.7% | +104.5% | -85.8% | -13.0% |
| All | +156.9% | +234.7% | -77.8% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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