-3.5%
BRO vs ITOT
+9.8%
-13.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.0% | -0.9% |
| 7D | +9.9% | -4.8% | +14.7% | +8.0% |
| 30D | +22.3% | -5.9% | +28.2% | +19.8% |
| 3M | +5.3% | -4.9% | +10.2% | +3.5% |
| 6M | +30.3% | +1.4% | +28.9% | +30.2% |
| YTD | -5.7% | +8.4% | -14.1% | -6.5% |
| 1Y | -3.5% | +9.3% | -12.8% | -4.4% |
| All | -3.5% | +9.8% | -13.3% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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