+879.6%
BRO vs ITOT
+887.7%
-8.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.8% |
| 7D | -7.3% | -0.9% | -6.4% | -6.7% |
| 30D | -6.9% | -1.5% | -5.4% | -5.8% |
| 3M | +10.7% | +3.6% | +7.1% | +7.3% |
| 6M | -2.7% | +13.7% | -16.4% | -12.6% |
| YTD | -16.3% | +12.9% | -29.3% | -24.7% |
| 1Y | -29.1% | +17.2% | -46.3% | -38.2% |
| 3Y | -7.8% | +75.6% | -83.5% | -42.8% |
| 5Y | +18.7% | +75.5% | -56.7% | -26.4% |
| 10Y | +291.9% | +302.0% | -10.1% | +25.8% |
| All | +879.6% | +887.7% | -8.1% | +52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling