+19.0%
BRO vs FIVE
+30.6%
-11.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | -8.6% | +0.6% | -9.1% | -8.6% |
| 30D | -6.9% | +3.0% | -9.9% | -7.2% |
| 3M | +10.5% | +23.2% | -12.7% | +8.3% |
| 6M | -2.8% | +9.2% | -11.9% | -4.0% |
| YTD | -16.1% | +28.1% | -44.2% | -18.6% |
| 1Y | -27.6% | +65.3% | -92.9% | -31.7% |
| 3Y | -7.3% | +49.4% | -56.7% | -11.4% |
| 5Y | +19.0% | +29.5% | -10.5% | +13.4% |
| All | +19.0% | +30.6% | -11.6% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling