+104.5%
ED vs BRO
+294.2%
-189.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -0.8% | -7.3% | +6.5% | +1.7% |
| 30D | -0.4% | -6.9% | +6.4% | +1.8% |
| 3M | +0.5% | +10.7% | -10.2% | -3.4% |
| 6M | -3.1% | -2.7% | -0.4% | -3.1% |
| YTD | +9.8% | -16.3% | +26.2% | +15.3% |
| 1Y | +12.6% | -29.1% | +41.7% | +25.2% |
| 3Y | +31.4% | -7.8% | +39.2% | +30.4% |
| 5Y | +69.4% | +18.7% | +50.7% | +47.0% |
| All | +104.5% | +294.2% | -189.8% | +39.8% |
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