+155.8%
EXC vs BRO
+294.2%
-138.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.1% | -7.3% | +6.2% | +2.2% |
| 30D | -3.6% | -6.9% | +3.2% | -0.8% |
| 3M | -4.3% | +10.7% | -14.9% | -9.2% |
| 6M | -9.9% | -2.7% | -7.3% | -10.0% |
| YTD | +1.8% | -16.3% | +18.1% | +8.5% |
| 1Y | +2.9% | -29.1% | +31.9% | +18.3% |
| 3Y | +19.1% | -7.8% | +26.9% | +16.4% |
| 5Y | +44.8% | +18.7% | +26.1% | +16.6% |
| All | +155.8% | +294.2% | -138.4% | +43.6% |
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