+2,872.1%
FITB vs BRO
+25,589.7%
-22,717.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -1.0% | -8.6% | +7.6% | +2.3% |
| 30D | -5.5% | -6.9% | +1.4% | -3.2% |
| 3M | +4.1% | +10.5% | -6.4% | -0.4% |
| 6M | +18.7% | -2.8% | +21.5% | +18.6% |
| YTD | +18.2% | -16.1% | +34.3% | +24.1% |
| 1Y | +23.7% | -27.6% | +51.3% | +36.8% |
| 3Y | +130.8% | -7.3% | +138.0% | +129.6% |
| 5Y | +69.8% | +19.0% | +50.8% | +52.6% |
| 10Y | +287.4% | +292.7% | -5.4% | +140.4% |
| All | +2,872.1% | +25,589.7% | -22,717.6% | +1,320.1% |
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