+19.4%
BRO vs USFR
+20.6%
-1.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -7.3% | +0.1% | -7.5% | -7.5% |
| 30D | -6.9% | +0.4% | -7.2% | -7.4% |
| 3M | +10.7% | +1.0% | +9.6% | +8.8% |
| 6M | -2.7% | +2.0% | -4.7% | -5.4% |
| YTD | -16.3% | +2.8% | -19.1% | -19.2% |
| 1Y | -29.1% | +4.1% | -33.2% | -32.3% |
| 3Y | -7.8% | +14.1% | -22.0% | -19.9% |
| All | +19.4% | +20.6% | -1.2% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling