+661.1%
BX vs BRO
+294.2%
+366.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -5.6% | -7.3% | +1.7% | -1.2% |
| 30D | -12.2% | -6.9% | -5.4% | -8.5% |
| 3M | +7.4% | +10.7% | -3.3% | -0.3% |
| 6M | +22.2% | -2.7% | +24.9% | +22.1% |
| YTD | -14.0% | -16.3% | +2.3% | -6.0% |
| 1Y | -27.3% | -29.1% | +1.8% | -11.9% |
| 3Y | +24.5% | -7.8% | +32.4% | +20.3% |
| 5Y | +18.9% | +18.7% | +0.1% | -7.2% |
| All | +661.1% | +294.2% | +366.8% | +215.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling