+25,667.1%
BRO vs RVTY
+2,293.6%
+23,373.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.0% |
| 7D | -7.6% | -5.4% | -2.2% | -6.7% |
| 30D | -6.9% | +6.7% | -13.6% | -8.0% |
| 3M | +12.8% | +19.0% | -6.2% | +9.1% |
| 6M | -5.9% | +34.6% | -40.5% | -11.3% |
| YTD | -15.9% | +28.3% | -44.2% | -20.4% |
| 1Y | -28.1% | +46.0% | -74.2% | -33.8% |
| 3Y | -7.0% | +16.9% | -23.9% | -12.7% |
| 5Y | +18.0% | -32.9% | +50.9% | +21.6% |
| 10Y | +293.9% | +141.6% | +152.3% | +220.5% |
| All | +25,667.1% | +2,293.6% | +23,373.6% | +12,022.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling