+2,205.8%
NDAQ vs BRO
+976.8%
+1,229.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -6.8% | -8.6% | +1.8% | -2.1% |
| 30D | -3.2% | -6.9% | +3.8% | +0.6% |
| 3M | +6.5% | +10.5% | -4.0% | +0.1% |
| 6M | +5.7% | -2.8% | +8.5% | +6.0% |
| YTD | -4.6% | -16.1% | +11.5% | +3.0% |
| 1Y | -1.6% | -27.6% | +26.0% | +14.8% |
| 3Y | +86.4% | -7.3% | +93.7% | +84.3% |
| 5Y | +50.3% | +19.0% | +31.3% | +24.8% |
| 10Y | +369.0% | +292.7% | +76.3% | +93.9% |
| All | +2,205.8% | +976.8% | +1,229.0% | +541.0% |
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