+60.7%
FDX vs BRO
-7.4%
+68.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.9% | -8.6% | +4.7% | -2.6% |
| 30D | -3.3% | -6.9% | +3.6% | -2.3% |
| 3M | -2.0% | +10.5% | -12.4% | -3.7% |
| 6M | +8.0% | -2.8% | +10.8% | +8.8% |
| YTD | +35.0% | -16.1% | +51.1% | +40.0% |
| 1Y | +73.7% | -27.6% | +101.3% | +86.4% |
| All | +60.7% | -7.4% | +68.1% | +55.5% |
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