+285.2%
BRO vs RACE
+844.0%
-558.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -7.3% | +0.9% | -8.3% | -7.6% |
| 30D | -6.9% | +1.6% | -8.5% | -7.3% |
| 3M | +10.7% | +13.2% | -2.5% | +6.3% |
| 6M | -2.7% | +22.9% | -25.6% | -9.3% |
| YTD | -16.3% | +13.3% | -29.6% | -20.3% |
| 1Y | -29.1% | -12.7% | -16.4% | -27.3% |
| 3Y | -7.8% | +40.3% | -48.1% | -22.7% |
| 5Y | +18.7% | +96.5% | -77.8% | -13.8% |
| All | +285.2% | +844.0% | -558.8% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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