+19.4%
BRO vs RACE
+95.1%
-75.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -7.3% | +0.9% | -8.3% | -7.5% |
| 30D | -6.9% | +1.6% | -8.5% | -7.3% |
| 3M | +10.7% | +13.2% | -2.5% | +6.9% |
| 6M | -2.7% | +22.9% | -25.6% | -8.4% |
| YTD | -16.3% | +13.3% | -29.6% | -19.7% |
| 1Y | -29.1% | -12.7% | -16.4% | -27.3% |
| 3Y | -7.8% | +40.3% | -48.1% | -24.4% |
| All | +19.4% | +95.1% | -75.7% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling