+26.0%
C vs BRO
-3.8%
+29.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +1.8% |
| 7D | +1.1% | +12.2% | -11.1% | +1.6% |
| 30D | -2.4% | +21.3% | -23.7% | -1.6% |
| 3M | -8.4% | +4.1% | -12.4% | -8.1% |
| 6M | +0.3% | +28.9% | -28.5% | -0.8% |
| YTD | +9.1% | -6.6% | +15.7% | +10.4% |
| 1Y | +26.0% | -5.6% | +31.6% | +28.0% |
| All | +26.0% | -3.8% | +29.9% | +28.0% |
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