+285.2%
BRO vs FIVE
+491.7%
-206.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -7.3% | -3.0% | -4.3% | -6.9% |
| 30D | -6.9% | +2.7% | -9.6% | -7.3% |
| 3M | +10.7% | +21.1% | -10.4% | +7.2% |
| 6M | -2.7% | +11.9% | -14.6% | -5.2% |
| YTD | -16.3% | +29.9% | -46.2% | -20.6% |
| 1Y | -29.1% | +67.8% | -96.9% | -35.7% |
| 3Y | -7.8% | +52.8% | -60.6% | -18.3% |
| 5Y | +18.7% | +31.3% | -12.6% | +5.0% |
| All | +285.2% | +491.7% | -206.5% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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