-15.3%
BRO vs UMAC
+466.5%
-481.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.2% |
| 7D | -4.3% | -4.6% | +0.3% | -4.3% |
| 30D | -3.1% | -33.5% | +30.3% | -3.2% |
| 3M | +14.2% | -7.2% | +21.4% | +14.3% |
| 6M | +0.6% | +11.1% | -10.5% | +0.6% |
| YTD | -13.6% | +77.9% | -91.5% | -13.9% |
| 1Y | -26.2% | +115.8% | -142.1% | -26.5% |
| All | -15.3% | +466.5% | -481.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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