-7.8%
BRO vs INDA
+7.9%
-15.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -7.3% | -2.7% | -4.6% | -7.0% |
| 30D | -6.9% | -2.8% | -4.1% | -6.6% |
| 3M | +10.7% | +1.6% | +9.0% | +10.5% |
| 6M | -2.7% | -1.4% | -1.3% | -2.6% |
| YTD | -16.3% | -10.1% | -6.2% | -15.2% |
| 1Y | -29.1% | -8.8% | -20.3% | -28.4% |
| 3Y | -7.8% | +7.6% | -15.4% | -12.5% |
| All | -7.8% | +7.9% | -15.7% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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