+246.7%
FFIV vs BRO
+294.2%
-47.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | +5.4% | -7.3% | +12.8% | +8.4% |
| 30D | -2.7% | -6.9% | +4.2% | -0.3% |
| 3M | +4.5% | +10.7% | -6.1% | -0.9% |
| 6M | +42.2% | -2.7% | +44.9% | +41.3% |
| YTD | +61.3% | -16.3% | +77.6% | +69.9% |
| 1Y | +23.0% | -29.1% | +52.1% | +39.9% |
| 3Y | +156.3% | -7.8% | +164.1% | +151.7% |
| 5Y | +102.9% | +18.7% | +84.1% | +73.8% |
| All | +246.7% | +294.2% | -47.6% | +74.9% |
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