-7.8%
BRO vs FND
-50.3%
+42.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -7.3% | -5.8% | -1.6% | -6.9% |
| 30D | -6.9% | -20.2% | +13.4% | -5.2% |
| 3M | +10.7% | -12.0% | +22.6% | +11.6% |
| 6M | -2.7% | -18.5% | +15.8% | -1.5% |
| YTD | -16.3% | -22.3% | +5.9% | -15.1% |
| 1Y | -29.1% | -47.6% | +18.6% | -26.3% |
| 3Y | -7.8% | -49.8% | +41.9% | -4.1% |
| All | -7.8% | -50.3% | +42.5% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling