-27.3%
BX vs BRO
-27.7%
+0.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -5.6% | -7.3% | +1.7% | -4.2% |
| 30D | -12.2% | -6.9% | -5.4% | -11.0% |
| 3M | +7.4% | +10.7% | -3.3% | +5.7% |
| 6M | +22.2% | -2.7% | +24.9% | +21.5% |
| YTD | -14.0% | -16.3% | +2.3% | -12.4% |
| 1Y | -27.3% | -29.1% | +1.8% | -25.0% |
| All | -27.3% | -27.7% | +0.5% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling