-80.8%
FIG vs BRO
-27.1%
-53.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -12.2% | -8.6% | -3.6% | -7.3% |
| 30D | -11.0% | -6.9% | -4.0% | -7.2% |
| 3M | +11.9% | +10.5% | +1.4% | +8.2% |
| 6M | -21.9% | -2.8% | -19.1% | -22.6% |
| YTD | -40.8% | -16.1% | -24.6% | -40.5% |
| 1Y | -56.6% | -27.6% | -29.0% | -53.0% |
| All | -80.8% | -27.1% | -53.8% | -78.9% |
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 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