-3.5%
BRO vs NYT
+11.3%
-14.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | +9.9% | -5.5% | +15.5% | +11.1% |
| 30D | +22.3% | +2.7% | +19.6% | +21.9% |
| 3M | +5.3% | +0.5% | +4.8% | +5.4% |
| 6M | +30.3% | -14.6% | +44.9% | +31.2% |
| YTD | -5.7% | -4.4% | -1.3% | -2.4% |
| 1Y | -3.5% | +15.2% | -18.7% | -0.1% |
| All | -3.5% | +11.3% | -14.8% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling