-79.9%
FIG vs BRO
-27.2%
-52.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | -3.8% | -7.3% | +3.5% | +0.7% |
| 30D | -2.3% | -6.9% | +4.5% | +1.7% |
| 3M | +20.0% | +10.7% | +9.3% | +16.0% |
| 6M | -16.7% | -2.7% | -14.0% | -17.3% |
| YTD | -37.9% | -16.3% | -21.6% | -37.6% |
| 1Y | -58.5% | -29.1% | -29.5% | -54.6% |
| All | -79.9% | -27.2% | -52.7% | -77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling