+753.8%
FIX vs BRO
-7.4%
+761.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.6% |
| 7D | +0.7% | -8.6% | +9.3% | -1.2% |
| 30D | -5.7% | -6.9% | +1.2% | -6.9% |
| 3M | -7.4% | +10.5% | -17.9% | -6.9% |
| 6M | +15.1% | -2.8% | +17.9% | +17.0% |
| YTD | +70.7% | -16.1% | +86.8% | +76.5% |
| 1Y | +111.9% | -27.6% | +139.5% | +127.6% |
| All | +753.8% | -7.4% | +761.2% | +798.9% |
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