+5,340.4%
FFIV vs BRO
+3,793.2%
+1,547.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.4% | +6.3% | +5.0% |
| 7D | +3.5% | -7.6% | +11.1% | +7.2% |
| 30D | -1.3% | -6.9% | +5.6% | +1.6% |
| 3M | +2.4% | +12.8% | -10.4% | -4.7% |
| 6M | +41.8% | -5.9% | +47.7% | +42.7% |
| YTD | +58.5% | -15.9% | +74.4% | +67.1% |
| 1Y | +24.3% | -28.1% | +52.5% | +41.7% |
| 3Y | +152.0% | -7.0% | +159.0% | +146.8% |
| 5Y | +99.1% | +18.0% | +81.1% | +70.3% |
| 10Y | +242.8% | +293.9% | -51.1% | +54.0% |
| All | +5,340.4% | +3,793.2% | +1,547.2% | +921.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling