+216.4%
TER vs BRO
+17.6%
+198.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +6.4% | -7.3% | +13.7% | +7.3% |
| 30D | -5.7% | -6.9% | +1.2% | -5.1% |
| 3M | -0.4% | +10.7% | -11.1% | -5.3% |
| 6M | +25.8% | -2.7% | +28.5% | +24.9% |
| YTD | +96.4% | -16.3% | +112.7% | +105.6% |
| 1Y | +229.2% | -29.1% | +258.3% | +271.8% |
| 3Y | +288.1% | -7.8% | +296.0% | +256.4% |
| All | +216.4% | +17.6% | +198.8% | +137.6% |
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