+285.2%
BRO vs NYT
+489.9%
-204.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -7.3% | -0.6% | -6.7% | -7.2% |
| 30D | -6.9% | +4.6% | -11.4% | -7.7% |
| 3M | +10.7% | -9.6% | +20.2% | +12.8% |
| 6M | -2.7% | -14.0% | +11.3% | -0.1% |
| YTD | -16.3% | -2.8% | -13.5% | -16.5% |
| 1Y | -29.1% | +15.6% | -44.7% | -31.9% |
| 3Y | -7.8% | +56.3% | -64.1% | -18.5% |
| 5Y | +18.7% | +39.5% | -20.8% | +5.2% |
| All | +285.2% | +489.9% | -204.7% | +151.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling