+681.4%
NFLX vs BRO
+294.2%
+387.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -1.1% | -7.3% | +6.2% | +2.3% |
| 30D | +4.3% | -6.9% | +11.2% | +7.6% |
| 3M | -4.8% | +10.7% | -15.4% | -9.2% |
| 6M | -18.4% | -2.7% | -15.7% | -18.1% |
| YTD | -17.4% | -16.3% | -1.1% | -11.7% |
| 1Y | -35.7% | -29.1% | -6.6% | -26.1% |
| 3Y | +73.8% | -7.8% | +81.6% | +70.1% |
| 5Y | +29.3% | +18.7% | +10.5% | +9.6% |
| All | +681.4% | +294.2% | +387.2% | +312.7% |
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