-55.8%
FIG vs BRO
-24.4%
-31.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.4% |
| 7D | -16.3% | -2.6% | -13.7% | -14.9% |
| 30D | -14.3% | +0.9% | -15.2% | -15.0% |
| 3M | +7.2% | +24.8% | -17.6% | -3.3% |
| 6M | -18.6% | -0.1% | -18.5% | -22.4% |
| YTD | -35.5% | -9.7% | -25.7% | -37.4% |
| 1Y | -55.8% | -24.5% | -31.3% | -50.5% |
| All | -55.8% | -24.4% | -31.4% | -50.5% |
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 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