+8,592.5%
FIX vs BRO
+6,520.2%
+2,072.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.3% | -2.2% |
| 7D | +9.4% | -0.3% | +9.7% | +9.4% |
| 30D | -27.8% | +11.3% | -39.1% | -32.1% |
| 3M | -35.6% | +0.7% | -36.3% | -37.4% |
| 6M | -45.2% | +32.9% | -78.1% | -54.3% |
| YTD | +19.5% | -8.8% | +28.3% | +16.2% |
| 1Y | +24.2% | -9.2% | +33.5% | +20.8% |
| 3Y | +494.2% | +0.1% | +494.1% | +435.8% |
| 5Y | +1,036.1% | +15.6% | +1,020.5% | +839.3% |
| 10Y | +3,599.0% | +300.2% | +3,298.8% | +1,676.0% |
| All | +8,592.5% | +6,520.2% | +2,072.3% | +2,196.1% |
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