+706.7%
ETN vs BRO
+294.2%
+412.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +3.5% | -7.3% | +10.9% | +6.8% |
| 30D | -7.5% | -6.9% | -0.7% | -5.0% |
| 3M | +8.3% | +10.7% | -2.3% | +0.7% |
| 6M | +20.2% | -2.7% | +22.9% | +17.8% |
| YTD | +34.7% | -16.3% | +51.0% | +42.0% |
| 1Y | +19.4% | -29.1% | +48.5% | +37.4% |
| 3Y | +85.5% | -7.8% | +93.3% | +73.1% |
| 5Y | +186.6% | +18.7% | +167.9% | +113.8% |
| All | +706.7% | +294.2% | +412.4% | +180.7% |
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