+428.6%
BRO vs USFR
+27.7%
+400.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -7.3% | +0.1% | -7.5% | -7.4% |
| 30D | -6.9% | +0.4% | -7.2% | -6.9% |
| 3M | +10.7% | +1.0% | +9.6% | +10.4% |
| 6M | -2.7% | +2.0% | -4.7% | -3.2% |
| YTD | -16.3% | +2.8% | -19.1% | -16.9% |
| 1Y | -29.1% | +4.1% | -33.2% | -29.8% |
| 3Y | -7.8% | +14.1% | -22.0% | -10.9% |
| 5Y | +18.7% | +20.6% | -1.8% | +13.4% |
| 10Y | +291.9% | +28.1% | +263.8% | +266.8% |
| All | +428.6% | +27.7% | +400.9% | +394.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling