+335.7%
BRO vs RUN
-34.5%
+370.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | +10.7% | -31.8% | +42.5% | +12.5% |
| 6M | -2.7% | -32.2% | +29.5% | -1.5% |
| YTD | -16.3% | -53.5% | +37.2% | -14.2% |
| 1Y | -29.1% | -46.5% | +17.4% | -28.3% |
| 3Y | -7.8% | -37.6% | +29.8% | -14.7% |
| 5Y | +18.7% | -80.9% | +99.6% | +15.8% |
| 10Y | +291.9% | +41.3% | +250.6% | +209.7% |
| All | +335.7% | -34.5% | +370.2% | +247.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling