+288.1%
TER vs BRO
-7.6%
+295.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.5% |
| 7D | +6.4% | -7.3% | +13.7% | +3.6% |
| 30D | -5.7% | -6.9% | +1.2% | -7.7% |
| 3M | -0.4% | +10.7% | -11.1% | +1.7% |
| 6M | +25.8% | -2.7% | +28.5% | +30.0% |
| YTD | +96.4% | -16.3% | +112.7% | +104.8% |
| 1Y | +229.2% | -29.1% | +258.3% | +256.5% |
| 3Y | +288.1% | -7.8% | +296.0% | +296.5% |
| All | +288.1% | -7.6% | +295.8% | +296.5% |
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