+15.6%
U vs BRO
-7.6%
+23.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +5.5% | -7.3% | +12.8% | +6.4% |
| 30D | -1.3% | -6.9% | +5.6% | -0.5% |
| 3M | +64.6% | +10.7% | +53.9% | +62.6% |
| 6M | +119.4% | -2.7% | +122.1% | +119.2% |
| YTD | -0.5% | -16.3% | +15.8% | +1.4% |
| 1Y | +1.3% | -29.1% | +30.4% | +7.0% |
| 3Y | +15.6% | -7.8% | +23.5% | +8.3% |
| All | +15.6% | -7.6% | +23.3% | +8.3% |
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