+2,343.9%
EXC vs BRO
+25,667.1%
-23,323.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.2% |
| 7D | +0.3% | -7.6% | +8.0% | +1.6% |
| 30D | -0.9% | -6.9% | +6.0% | +0.2% |
| 3M | -2.7% | +12.8% | -15.5% | -4.7% |
| 6M | -9.4% | -5.9% | -3.5% | -8.8% |
| YTD | +3.0% | -15.9% | +18.9% | +5.4% |
| 1Y | +5.1% | -28.1% | +33.3% | +10.1% |
| 3Y | +20.6% | -7.0% | +27.6% | +20.9% |
| 5Y | +45.7% | +18.0% | +27.7% | +39.9% |
| 10Y | +160.8% | +293.9% | -133.1% | +117.6% |
| All | +2,343.9% | +25,667.1% | -23,323.2% | +1,772.7% |
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 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