+19.4%
BRO vs NTRS
+93.2%
-73.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -7.3% | +1.4% | -8.7% | -7.6% |
| 30D | -6.9% | -0.7% | -6.2% | -6.7% |
| 3M | +10.7% | +11.3% | -0.7% | +7.5% |
| 6M | -2.7% | +35.5% | -38.2% | -10.2% |
| YTD | -16.3% | +40.6% | -56.9% | -23.7% |
| 1Y | -29.1% | +49.2% | -78.3% | -36.4% |
| 3Y | -7.8% | +167.2% | -175.1% | -31.5% |
| All | +19.4% | +93.2% | -73.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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