+19.4%
BRO vs RUN
-81.0%
+100.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -7.3% | -3.7% | -3.6% | -7.2% |
| 30D | -6.9% | -13.0% | +6.2% | -6.5% |
| 3M | +10.7% | -31.8% | +42.5% | +11.6% |
| 6M | -2.7% | -32.2% | +29.5% | -2.1% |
| YTD | -16.3% | -53.5% | +37.2% | -15.2% |
| 1Y | -29.1% | -46.5% | +17.4% | -28.7% |
| 3Y | -7.8% | -37.6% | +29.8% | -13.4% |
| All | +19.4% | -81.0% | +100.4% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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