+2,164.4%
FIX vs BRO
+17.6%
+2,146.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +0.7% | -8.6% | +9.3% | +1.9% |
| 30D | -5.7% | -6.9% | +1.2% | -4.9% |
| 3M | -7.4% | +10.5% | -17.9% | -11.1% |
| 6M | +15.1% | -2.8% | +17.9% | +14.5% |
| YTD | +70.7% | -16.1% | +86.8% | +77.5% |
| 1Y | +111.9% | -27.6% | +139.5% | +133.5% |
| 3Y | +759.5% | -7.3% | +766.8% | +711.4% |
| 5Y | +2,164.4% | +19.0% | +2,145.4% | +1,658.4% |
| All | +2,164.4% | +17.6% | +2,146.8% | +1,658.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling