+43.0%
EXC vs BRO
+17.6%
+25.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.1% | -7.3% | +6.2% | +0.8% |
| 30D | -3.6% | -6.9% | +3.2% | -2.0% |
| 3M | -4.3% | +10.7% | -14.9% | -7.1% |
| 6M | -9.9% | -2.7% | -7.3% | -9.8% |
| YTD | +1.8% | -16.3% | +18.1% | +5.9% |
| 1Y | +2.9% | -29.1% | +31.9% | +12.0% |
| 3Y | +19.1% | -7.8% | +26.9% | +18.6% |
| All | +43.0% | +17.6% | +25.3% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling