+229.2%
TER vs BRO
-27.7%
+257.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.4% |
| 7D | +6.4% | -7.3% | +13.7% | -0.9% |
| 30D | -5.7% | -6.9% | +1.2% | -11.0% |
| 3M | -0.4% | +10.7% | -11.1% | +10.5% |
| 6M | +25.8% | -2.7% | +28.5% | +36.0% |
| YTD | +96.4% | -16.3% | +112.7% | +98.8% |
| 1Y | +229.2% | -29.1% | +258.3% | +237.1% |
| All | +229.2% | -27.7% | +257.0% | +237.1% |
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