+19.7%
BROS vs BRO
+22.2%
-2.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -5.8% | -7.3% | +1.6% | -2.1% |
| 30D | -14.0% | -6.9% | -7.1% | -10.9% |
| 3M | -32.5% | +10.7% | -43.2% | -36.6% |
| 6M | -14.9% | -2.7% | -12.2% | -15.0% |
| YTD | -28.3% | -16.3% | -12.0% | -22.3% |
| 1Y | -34.0% | -29.1% | -4.9% | -21.3% |
| 3Y | +63.0% | -7.8% | +70.8% | +54.8% |
| All | +19.7% | +22.2% | -2.5% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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