+199.8%
TER vs BRO
-24.4%
+224.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +3.9% |
| 7D | +0.6% | -2.6% | +3.2% | -1.8% |
| 30D | -8.3% | +0.9% | -9.2% | -6.8% |
| 3M | -12.2% | +24.8% | -37.0% | +7.0% |
| 6M | +17.0% | -0.1% | +17.1% | +32.3% |
| YTD | +84.6% | -9.7% | +94.3% | +100.4% |
| 1Y | +199.8% | -24.5% | +224.3% | +230.1% |
| All | +199.8% | -24.4% | +224.2% | +230.1% |
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