+273.7%
IR vs BRO
+237.1%
+36.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -4.5% | -7.3% | +2.8% | -0.6% |
| 30D | -13.9% | -6.9% | -7.1% | -10.8% |
| 3M | -0.3% | +10.7% | -11.0% | -6.7% |
| 6M | -14.3% | -2.7% | -11.6% | -14.5% |
| YTD | -7.9% | -16.3% | +8.5% | -0.4% |
| 1Y | -9.9% | -29.1% | +19.2% | +6.7% |
| 3Y | +6.5% | -7.8% | +14.4% | +3.6% |
| 5Y | +34.0% | +18.7% | +15.3% | +6.5% |
| All | +273.7% | +237.1% | +36.6% | +51.3% |
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