-7.8%
BRO vs RVTY
+17.0%
-24.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.4% |
| 7D | -7.3% | -4.5% | -2.8% | -7.0% |
| 30D | -6.9% | +5.5% | -12.3% | -7.3% |
| 3M | +10.7% | +22.5% | -11.9% | +8.8% |
| 6M | -2.7% | +38.9% | -41.6% | -5.5% |
| YTD | -16.3% | +28.7% | -45.1% | -18.4% |
| 1Y | -29.1% | +45.5% | -74.6% | -31.8% |
| 3Y | -7.8% | +16.4% | -24.2% | -8.7% |
| All | -7.8% | +17.0% | -24.9% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling