+252.1%
INTC vs BRO
+294.2%
-42.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +7.5% | -7.3% | +14.8% | +9.9% |
| 30D | +2.0% | -6.9% | +8.8% | +3.9% |
| 3M | -12.0% | +10.7% | -22.7% | -17.8% |
| 6M | +114.5% | -2.7% | +117.2% | +109.3% |
| YTD | +179.0% | -16.3% | +195.3% | +189.1% |
| 1Y | +318.3% | -29.1% | +347.4% | +369.4% |
| 3Y | +171.2% | -7.8% | +179.0% | +156.4% |
| 5Y | +107.6% | +18.7% | +88.8% | +61.5% |
| All | +252.1% | +294.2% | -42.1% | +49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling