+62.7%
FDX vs BRO
+17.9%
+44.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.9% | -8.6% | +4.7% | -1.5% |
| 30D | -3.3% | -6.9% | +3.6% | -1.4% |
| 3M | -2.0% | +10.5% | -12.4% | -5.2% |
| 6M | +8.0% | -2.8% | +10.8% | +8.3% |
| YTD | +35.0% | -16.1% | +51.1% | +41.4% |
| 1Y | +73.7% | -27.6% | +101.3% | +90.8% |
| 3Y | +61.6% | -7.3% | +68.9% | +58.9% |
| All | +62.7% | +17.9% | +44.8% | +38.1% |
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 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