+31.0%
F vs BRO
-24.4%
+55.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.3% |
| 7D | +5.3% | -2.6% | +7.9% | +5.1% |
| 30D | +4.6% | +0.9% | +3.7% | +4.6% |
| 3M | -3.7% | +24.8% | -28.4% | -1.6% |
| 6M | +16.8% | -0.1% | +16.9% | +20.1% |
| YTD | +15.3% | -9.7% | +25.0% | +18.7% |
| 1Y | +31.0% | -24.5% | +55.5% | +36.6% |
| All | +31.0% | -24.4% | +55.4% | +36.6% |
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 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