+18.0%
EXE vs BRO
-7.6%
+25.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -3.1% | -7.3% | +4.2% | -2.2% |
| 30D | -0.9% | -6.9% | +5.9% | 0.0% |
| 3M | +9.6% | +10.7% | -1.1% | +7.5% |
| 6M | -11.6% | -2.7% | -8.9% | -11.6% |
| YTD | -12.6% | -16.3% | +3.8% | -10.3% |
| 1Y | +1.2% | -29.1% | +30.3% | +7.3% |
| 3Y | +18.0% | -7.8% | +25.9% | +32.7% |
| All | +18.0% | -7.6% | +25.7% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling