+56.7%
D vs BRO
-7.6%
+64.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -2.2% | -7.3% | +5.1% | -0.8% |
| 30D | -4.5% | -6.9% | +2.4% | -3.2% |
| 3M | -2.5% | +10.7% | -13.2% | -5.2% |
| 6M | +5.5% | -2.7% | +8.2% | +5.2% |
| YTD | +13.3% | -16.3% | +29.6% | +17.0% |
| 1Y | +11.8% | -29.1% | +40.9% | +21.0% |
| 3Y | +56.7% | -7.8% | +64.6% | +65.0% |
| All | +56.7% | -7.6% | +64.4% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling