+121.5%
FIX vs BRO
-27.7%
+149.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.1% |
| 7D | +5.0% | -7.3% | +12.3% | -0.9% |
| 30D | -2.7% | -6.9% | +4.1% | -7.3% |
| 3M | -8.2% | +10.7% | -18.9% | -0.2% |
| 6M | +20.3% | -2.7% | +22.9% | +24.1% |
| YTD | +81.4% | -16.3% | +97.7% | +74.9% |
| 1Y | +121.5% | -29.1% | +150.6% | +103.9% |
| All | +121.5% | -27.7% | +149.2% | +103.9% |
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 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