-51.7%
FIG vs BRO
-3.6%
-48.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.5% | +0.8% | +2.4% |
| 7D | -4.7% | +12.4% | -17.1% | -11.5% |
| 30D | +0.5% | +21.6% | -21.0% | -11.3% |
| 3M | -18.4% | +4.3% | -22.7% | -21.0% |
| 6M | +10.9% | +29.2% | -18.3% | -2.1% |
| YTD | -40.8% | -6.4% | -34.4% | -47.9% |
| 1Y | -51.7% | -5.3% | -46.4% | -57.3% |
| All | -51.7% | -3.6% | -48.1% | -57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling