+91.1%
EXE vs BRO
+17.6%
+73.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -3.1% | -7.3% | +4.2% | -1.5% |
| 30D | -0.9% | -6.9% | +5.9% | +0.6% |
| 3M | +9.6% | +10.7% | -1.1% | +6.2% |
| 6M | -11.6% | -2.7% | -8.9% | -11.7% |
| YTD | -12.6% | -16.3% | +3.8% | -9.1% |
| 1Y | +1.2% | -29.1% | +30.3% | +10.1% |
| 3Y | +18.0% | -7.8% | +25.9% | +17.7% |
| All | +91.1% | +17.6% | +73.4% | +77.6% |
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 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