+285.2%
BRO vs EXEL
+375.2%
-90.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.1% |
| 7D | -7.3% | -4.9% | -2.4% | -6.8% |
| 30D | -6.9% | +11.4% | -18.2% | -8.1% |
| 3M | +10.7% | +4.9% | +5.8% | +9.9% |
| 6M | -2.7% | +34.4% | -37.1% | -6.5% |
| YTD | -16.3% | +28.0% | -44.4% | -19.3% |
| 1Y | -29.1% | +43.6% | -72.7% | -32.8% |
| 3Y | -7.8% | +155.2% | -163.0% | -19.4% |
| 5Y | +18.7% | +181.2% | -162.4% | +1.7% |
| All | +285.2% | +375.2% | -90.0% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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