+17.5%
P vs BRO
-3.8%
+21.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.2% | -9.2% | -2.0% |
| 7D | -19.4% | +12.2% | -31.5% | -12.2% |
| 30D | -22.3% | +21.3% | -43.6% | -10.9% |
| 3M | +33.2% | +4.1% | +29.1% | +41.0% |
| 6M | +53.6% | +28.9% | +24.8% | +83.9% |
| YTD | +66.8% | -6.6% | +73.4% | +74.4% |
| 1Y | +17.5% | -5.6% | +23.1% | +23.5% |
| All | +17.5% | -3.8% | +21.4% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling