+4,236.9%
ETR vs BRO
+25,535.5%
-21,298.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.8% | -7.3% | +5.5% | -0.8% |
| 30D | -1.8% | -6.9% | +5.1% | -0.9% |
| 3M | -3.6% | +10.7% | -14.2% | -5.1% |
| 6M | +2.6% | -2.7% | +5.3% | +2.5% |
| YTD | +16.0% | -16.3% | +32.3% | +18.1% |
| 1Y | +20.1% | -29.1% | +49.2% | +24.9% |
| 3Y | +143.6% | -7.8% | +151.4% | +144.2% |
| 5Y | +124.4% | +18.7% | +105.6% | +116.5% |
| 10Y | +295.4% | +291.9% | +3.5% | +241.2% |
| All | +4,236.9% | +25,535.5% | -21,298.6% | +3,512.1% |
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