-5.3%
BRO vs FRSH
+21.1%
-26.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.3% | +10.7% | +5.7% |
| 7D | +12.4% | -13.8% | +26.2% | +15.9% |
| 30D | +21.6% | +0.3% | +21.3% | +21.0% |
| 3M | +4.3% | +10.1% | -5.8% | +1.5% |
| 6M | +29.2% | +47.7% | -18.5% | +18.9% |
| YTD | -6.4% | +8.2% | -14.6% | -11.3% |
| 1Y | -5.3% | +21.4% | -26.7% | -12.9% |
| All | -5.3% | +21.1% | -26.4% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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