+12,455.6%
ECL vs BRO
+25,667.1%
-13,211.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.6% |
| 7D | -2.7% | -7.6% | +4.9% | -1.0% |
| 30D | -4.3% | -6.9% | +2.6% | -2.8% |
| 3M | +3.2% | +12.8% | -9.6% | +0.2% |
| 6M | -2.9% | -5.9% | +3.0% | -2.1% |
| YTD | +4.3% | -15.9% | +20.1% | +7.6% |
| 1Y | +1.6% | -28.1% | +29.8% | +8.7% |
| 3Y | +54.3% | -7.0% | +61.3% | +54.8% |
| 5Y | +26.5% | +18.0% | +8.5% | +20.2% |
| 10Y | +155.6% | +293.9% | -138.3% | +96.4% |
| All | +12,455.6% | +25,667.1% | -13,211.5% | +7,251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling