+12,769.2%
FIX vs BRO
+6,159.1%
+6,610.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +4.3% |
| 7D | +6.1% | -5.4% | +11.4% | +8.5% |
| 30D | -2.7% | -4.3% | +1.7% | -1.3% |
| 3M | -10.9% | +17.8% | -28.8% | -19.7% |
| 6M | +29.0% | -6.8% | +35.7% | +27.9% |
| YTD | +76.9% | -13.8% | +90.7% | +79.9% |
| 1Y | +130.7% | -27.8% | +158.5% | +153.0% |
| 3Y | +790.7% | -4.7% | +795.4% | +736.2% |
| 5Y | +2,185.6% | +20.6% | +2,164.9% | +1,781.3% |
| 10Y | +5,993.3% | +293.7% | +5,699.6% | +2,907.0% |
| All | +12,769.2% | +6,159.1% | +6,610.0% | +3,455.0% |
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 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