+285.2%
BRO vs XME
+421.4%
-136.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -7.3% | -4.2% | -3.1% | -6.4% |
| 30D | -6.9% | -2.7% | -4.1% | -6.5% |
| 3M | +10.7% | -3.9% | +14.6% | +11.0% |
| 6M | -2.7% | -1.0% | -1.7% | -4.0% |
| YTD | -16.3% | +9.8% | -26.1% | -20.4% |
| 1Y | -29.1% | +32.5% | -61.6% | -36.7% |
| 3Y | -7.8% | +124.3% | -132.2% | -31.6% |
| 5Y | +18.7% | +165.8% | -147.1% | -18.9% |
| All | +285.2% | +421.4% | -136.2% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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