+55.0%
ECL vs BRO
-7.6%
+62.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -1.1% | -7.3% | +6.2% | +0.9% |
| 30D | -0.8% | -6.9% | +6.0% | +1.0% |
| 3M | +5.0% | +10.7% | -5.6% | +2.1% |
| 6M | +0.2% | -2.7% | +2.9% | +0.9% |
| YTD | +5.8% | -16.3% | +22.1% | +11.5% |
| 1Y | +1.5% | -29.1% | +30.6% | +13.4% |
| 3Y | +55.0% | -7.8% | +62.8% | +60.9% |
| All | +55.0% | -7.6% | +62.6% | +60.9% |
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