+14.7%
BRO vs FGI
-70.4%
+85.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -1.6% |
| 7D | -2.6% | +0.5% | -3.1% | -2.6% |
| 30D | +0.9% | +65.4% | -64.5% | +0.7% |
| 3M | +24.8% | +23.5% | +1.3% | +24.6% |
| 6M | -0.1% | +60.5% | -60.6% | -0.5% |
| YTD | -9.7% | +30.0% | -39.7% | -10.0% |
| 1Y | -24.5% | +82.1% | -106.5% | -25.4% |
| 3Y | -1.6% | -4.4% | +2.8% | -2.4% |
| All | +14.7% | -70.4% | +85.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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