+386.3%
BRO vs RACE
+640.3%
-254.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.6% | -4.3% |
| 7D | -5.4% | -1.0% | -4.3% | -5.1% |
| 30D | -4.3% | -1.5% | -2.8% | -4.0% |
| 3M | +17.8% | +15.5% | +2.4% | +12.8% |
| 6M | -6.8% | +17.3% | -24.0% | -11.5% |
| YTD | -13.8% | +11.1% | -24.9% | -17.3% |
| 1Y | -27.8% | -14.3% | -13.5% | -25.7% |
| 3Y | -4.7% | +40.2% | -44.9% | -18.8% |
| 5Y | +20.6% | +92.6% | -71.9% | -9.0% |
| 10Y | +293.7% | +786.6% | -492.8% | +108.3% |
| All | +386.3% | +640.3% | -254.0% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling