+285.2%
BRO vs XHB
+215.4%
+69.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.9% |
| 7D | -7.3% | -4.6% | -2.7% | -5.5% |
| 30D | -6.9% | -9.1% | +2.3% | -3.2% |
| 3M | +10.7% | -8.6% | +19.2% | +14.2% |
| 6M | -2.7% | -4.0% | +1.3% | -2.3% |
| YTD | -16.3% | -3.9% | -12.4% | -16.4% |
| 1Y | -29.1% | -16.5% | -12.6% | -24.9% |
| 3Y | -7.8% | +22.6% | -30.4% | -21.8% |
| 5Y | +18.7% | +33.9% | -15.2% | -5.8% |
| All | +285.2% | +215.4% | +69.8% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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