+19.5%
BRO vs FRSH
-72.5%
+92.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -7.3% | -6.6% | -0.7% | -6.6% |
| 30D | -6.9% | +2.1% | -9.0% | -7.1% |
| 3M | +10.7% | +29.0% | -18.3% | +7.6% |
| 6M | -2.7% | +48.6% | -51.3% | -6.9% |
| YTD | -16.3% | -2.9% | -13.4% | -16.9% |
| 1Y | -29.1% | -7.9% | -21.2% | -29.3% |
| 3Y | -7.8% | -46.5% | +38.7% | -4.7% |
| All | +19.5% | -72.5% | +92.0% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling