+15,250.0%
TER vs BRO
+25,667.1%
-10,417.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.8% |
| 7D | +12.4% | -7.6% | +20.0% | +14.6% |
| 30D | +5.1% | -6.9% | +12.0% | +6.7% |
| 3M | +4.0% | +12.8% | -8.9% | -1.6% |
| 6M | +29.5% | -5.9% | +35.4% | +28.0% |
| YTD | +98.5% | -15.9% | +114.4% | +101.3% |
| 1Y | +234.1% | -28.1% | +262.2% | +252.5% |
| 3Y | +289.0% | -7.0% | +296.0% | +277.0% |
| 5Y | +228.2% | +18.0% | +210.2% | +197.6% |
| 10Y | +1,895.7% | +293.9% | +1,601.8% | +1,253.8% |
| All | +15,250.0% | +25,667.1% | -10,417.1% | +9,291.6% |
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 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