-29.1%
BRO vs FIVE
+66.5%
-95.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.1% |
| 7D | -7.3% | -3.0% | -4.3% | -7.4% |
| 30D | -6.9% | +2.7% | -9.6% | -6.6% |
| 3M | +10.7% | +21.1% | -10.4% | +12.1% |
| 6M | -2.7% | +11.9% | -14.6% | -2.1% |
| YTD | -16.3% | +29.9% | -46.2% | -15.1% |
| 1Y | -29.1% | +67.8% | -96.9% | -26.7% |
| All | -29.1% | +66.5% | -95.6% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling