-47.8%
COMP vs BRO
+50.3%
-98.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | -5.5% | -7.3% | +1.8% | -1.9% |
| 30D | -17.4% | -6.9% | -10.6% | -14.5% |
| 3M | +24.4% | +10.7% | +13.7% | +17.0% |
| 6M | +21.8% | -2.7% | +24.5% | +22.1% |
| YTD | -0.6% | -16.3% | +15.8% | +7.6% |
| 1Y | +11.5% | -29.1% | +40.5% | +32.2% |
| 3Y | +220.4% | -7.8% | +228.3% | +197.4% |
| 5Y | -26.6% | +18.7% | -45.3% | -42.4% |
| All | -47.8% | +50.3% | -98.1% | -61.8% |
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