+19.4%
BRO vs M
+28.6%
-9.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -0.9% |
| 7D | -7.3% | -4.2% | -3.1% | -7.0% |
| 30D | -6.9% | -7.2% | +0.3% | -6.2% |
| 3M | +10.7% | -11.1% | +21.8% | +11.7% |
| 6M | -2.7% | +28.8% | -31.5% | -5.4% |
| YTD | -16.3% | +2.0% | -18.4% | -16.9% |
| 1Y | -29.1% | +31.3% | -60.3% | -31.4% |
| 3Y | -7.8% | +119.1% | -126.9% | -18.7% |
| All | +19.4% | +28.6% | -9.2% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling