+140.2%
P vs BRO
-7.4%
+147.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.1% |
| 7D | -4.1% | -8.6% | +4.5% | -5.9% |
| 30D | -14.0% | -6.9% | -7.0% | -15.2% |
| 3M | +41.4% | +10.5% | +31.0% | +43.5% |
| 6M | +54.2% | -2.8% | +56.9% | +56.6% |
| YTD | +40.4% | -16.1% | +56.6% | +42.4% |
| 1Y | +16.0% | -27.6% | +43.6% | +18.8% |
| All | +140.2% | -7.4% | +147.6% | +156.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling