-18.9%
EXE vs BRO
-3.6%
-15.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.5% | -7.4% | -3.1% |
| 7D | -4.7% | +12.4% | -17.1% | -5.3% |
| 30D | +1.0% | +21.6% | -20.6% | -0.3% |
| 3M | -5.6% | +4.3% | -10.0% | -6.0% |
| 6M | -12.3% | +29.2% | -41.5% | -14.3% |
| YTD | -19.5% | -6.4% | -13.1% | -18.9% |
| 1Y | -18.9% | -5.3% | -13.6% | -18.0% |
| All | -18.9% | -3.6% | -15.3% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling