+47.1%
EQT vs BRO
+294.2%
-247.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.0% | -7.3% | +5.3% | +0.6% |
| 30D | 0.0% | -6.9% | +6.9% | +2.4% |
| 3M | +5.9% | +10.7% | -4.7% | +1.3% |
| 6M | -14.8% | -2.7% | -12.1% | -15.1% |
| YTD | +1.8% | -16.3% | +18.1% | +7.1% |
| 1Y | +7.4% | -29.1% | +36.4% | +20.5% |
| 3Y | +33.6% | -7.8% | +41.5% | +31.4% |
| 5Y | +199.3% | +18.7% | +180.6% | +155.6% |
| All | +47.1% | +294.2% | -247.1% | -35.8% |
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