-8.5%
EQT vs BRO
-4.7%
-3.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.6% |
| 7D | -6.9% | +9.9% | -16.8% | -6.9% |
| 30D | -3.2% | +22.3% | -25.5% | -3.5% |
| 3M | -0.9% | +5.3% | -6.2% | -0.9% |
| 6M | -13.0% | +30.3% | -43.4% | -13.3% |
| YTD | -4.4% | -5.7% | +1.3% | -3.6% |
| 1Y | -8.5% | -3.5% | -5.0% | -7.9% |
| All | -8.5% | -4.7% | -3.9% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling