+152.5%
JPM vs BRO
+17.6%
+134.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.7% | -7.3% | +6.7% | +1.6% |
| 30D | -2.5% | -6.9% | +4.4% | -0.5% |
| 3M | +14.1% | +10.7% | +3.5% | +9.5% |
| 6M | +25.1% | -2.7% | +27.8% | +24.9% |
| YTD | +12.1% | -16.3% | +28.4% | +17.8% |
| 1Y | +18.8% | -29.1% | +47.9% | +32.4% |
| 3Y | +163.4% | -7.8% | +171.3% | +160.3% |
| All | +152.5% | +17.6% | +134.9% | +116.2% |
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