+3,069.6%
SPY vs BRO
+14,239.3%
-11,169.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | -7.3% | +6.6% | +1.4% |
| 30D | -1.1% | -6.9% | +5.8% | +0.8% |
| 3M | +3.9% | +10.7% | -6.8% | +0.2% |
| 6M | +13.6% | -2.7% | +16.3% | +13.2% |
| YTD | +12.7% | -16.3% | +29.0% | +16.9% |
| 1Y | +17.5% | -29.1% | +46.6% | +27.6% |
| 3Y | +76.9% | -7.8% | +84.7% | +75.8% |
| 5Y | +83.6% | +18.7% | +64.8% | +67.8% |
| 10Y | +320.7% | +291.9% | +28.8% | +180.4% |
| All | +3,069.6% | +14,239.3% | -11,169.7% | +1,460.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling