-67.6%
S vs BRO
+17.6%
-85.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -0.7% | -7.3% | +6.7% | +3.7% |
| 30D | -11.4% | -6.9% | -4.6% | -8.2% |
| 3M | +33.8% | +10.7% | +23.1% | +24.4% |
| 6M | +39.5% | -2.7% | +42.2% | +39.6% |
| YTD | +31.7% | -16.3% | +48.0% | +43.4% |
| 1Y | +7.0% | -29.1% | +36.1% | +29.3% |
| 3Y | +11.8% | -7.8% | +19.6% | +5.0% |
| All | -67.6% | +17.6% | -85.3% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling