+26.4%
P vs BRO
-24.4%
+50.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +0.5% |
| 7D | +6.5% | -2.6% | +9.1% | +5.1% |
| 30D | +18.8% | +0.9% | +17.9% | +19.7% |
| 3M | +26.7% | +24.8% | +2.0% | +42.5% |
| 6M | +62.2% | -0.1% | +62.3% | +68.6% |
| YTD | +48.5% | -9.7% | +58.2% | +49.2% |
| 1Y | +26.4% | -24.5% | +50.9% | +20.9% |
| All | +26.4% | -24.4% | +50.8% | +20.9% |
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