+19,067.0%
BRO vs M
+383.6%
+18,683.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -4.2% |
| 7D | -5.4% | +2.4% | -7.7% | -5.7% |
| 30D | -4.3% | -11.6% | +7.3% | -2.7% |
| 3M | +17.8% | +1.6% | +16.2% | +17.3% |
| 6M | -6.8% | +25.2% | -32.0% | -10.0% |
| YTD | -13.8% | +3.8% | -17.6% | -14.8% |
| 1Y | -27.8% | +36.3% | -64.1% | -31.5% |
| 3Y | -4.7% | +116.3% | -121.0% | -18.5% |
| 5Y | +20.6% | +28.2% | -7.5% | +6.4% |
| 10Y | +293.7% | -3.4% | +297.1% | +219.7% |
| All | +19,067.0% | +383.6% | +18,683.4% | +11,639.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling