-7.6%
BRO vs EXPD
+70.1%
-77.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -8.6% | +1.2% | -9.8% | -8.7% |
| 30D | -6.9% | +6.8% | -13.8% | -7.6% |
| 3M | +10.5% | +14.9% | -4.5% | +8.9% |
| 6M | -2.8% | +34.6% | -37.4% | -5.8% |
| YTD | -16.1% | +27.7% | -43.9% | -18.8% |
| 1Y | -27.6% | +57.7% | -85.3% | -32.2% |
| All | -7.6% | +70.1% | -77.7% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 3y: compounded portfolio wealth divided by compounded EXPD 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…
3y analysis · Full analysis span regression · 6 months rolling