+494.2%
FIX vs BRO
+0.9%
+493.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.3% | -0.7% |
| 7D | +9.4% | -0.3% | +9.7% | +9.4% |
| 30D | -27.8% | +11.3% | -39.1% | -24.8% |
| 3M | -35.6% | +0.7% | -36.3% | -34.1% |
| 6M | -45.2% | +32.9% | -78.1% | -42.6% |
| YTD | +19.5% | -8.8% | +28.3% | +28.2% |
| 1Y | +24.2% | -9.2% | +33.5% | +33.4% |
| 3Y | +494.2% | +0.1% | +494.1% | +521.0% |
| All | +494.2% | +0.9% | +493.3% | +521.0% |
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