+285.2%
BRO vs RVTY
+145.6%
+139.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.9% |
| 7D | -7.3% | -4.5% | -2.8% | -6.3% |
| 30D | -6.9% | +5.5% | -12.3% | -8.1% |
| 3M | +10.7% | +22.5% | -11.9% | +4.9% |
| 6M | -2.7% | +38.9% | -41.6% | -11.2% |
| YTD | -16.3% | +28.7% | -45.1% | -22.6% |
| 1Y | -29.1% | +45.5% | -74.6% | -37.0% |
| 3Y | -7.8% | +16.4% | -24.2% | -16.0% |
| 5Y | +18.7% | -32.7% | +51.5% | +28.1% |
| All | +285.2% | +145.6% | +139.5% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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