+25,535.4%
BRO vs NTRS
+7,800.3%
+17,735.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -7.3% | +1.4% | -8.7% | -7.7% |
| 30D | -6.9% | -0.7% | -6.2% | -6.7% |
| 3M | +10.7% | +11.3% | -0.7% | +7.2% |
| 6M | -2.7% | +35.5% | -38.2% | -10.8% |
| YTD | -16.3% | +40.6% | -56.9% | -24.3% |
| 1Y | -29.1% | +49.2% | -78.3% | -37.0% |
| 3Y | -7.8% | +167.2% | -175.1% | -31.7% |
| 5Y | +18.7% | +94.9% | -76.2% | -5.6% |
| 10Y | +291.9% | +259.5% | +32.4% | +156.2% |
| All | +25,535.4% | +7,800.3% | +17,735.1% | +14,176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling