+35.8%
IR vs BRO
+17.6%
+18.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -4.5% | -7.3% | +2.8% | -1.6% |
| 30D | -13.9% | -6.9% | -7.1% | -11.6% |
| 3M | -0.3% | +10.7% | -11.0% | -5.1% |
| 6M | -14.3% | -2.7% | -11.6% | -14.2% |
| YTD | -7.9% | -16.3% | +8.5% | -1.7% |
| 1Y | -9.9% | -29.1% | +19.2% | +3.4% |
| 3Y | +6.5% | -7.8% | +14.4% | +4.1% |
| All | +35.8% | +17.6% | +18.2% | +11.1% |
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 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