+177.2%
FDX vs BRO
+294.2%
-117.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.3% | -7.3% | +4.1% | 0.0% |
| 30D | -4.5% | -6.9% | +2.3% | -1.6% |
| 3M | -7.3% | +10.7% | -18.0% | -12.4% |
| 6M | +7.5% | -2.7% | +10.2% | +7.2% |
| YTD | +35.1% | -16.3% | +51.4% | +43.8% |
| 1Y | +71.4% | -29.1% | +100.5% | +97.0% |
| 3Y | +60.8% | -7.8% | +68.6% | +56.2% |
| 5Y | +65.5% | +18.7% | +46.7% | +33.1% |
| All | +177.2% | +294.2% | -117.1% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling