+486.1%
BRO vs FIVE
+848.6%
-362.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -2.0% |
| 7D | -7.6% | +1.7% | -9.3% | -7.9% |
| 30D | -6.9% | +5.0% | -11.9% | -7.6% |
| 3M | +12.8% | +29.5% | -16.7% | +8.6% |
| 6M | -5.9% | +12.4% | -18.3% | -8.2% |
| YTD | -15.9% | +31.2% | -47.1% | -19.9% |
| 1Y | -28.1% | +72.9% | -101.0% | -34.6% |
| 3Y | -7.0% | +53.0% | -60.0% | -17.0% |
| 5Y | +18.0% | +34.2% | -16.2% | +4.9% |
| 10Y | +293.9% | +497.6% | -203.7% | +171.7% |
| All | +486.1% | +848.6% | -362.5% | +272.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling