-66.5%
U vs BRO
+17.6%
-84.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.6% |
| 7D | +5.5% | -7.3% | +12.8% | +10.1% |
| 30D | -1.3% | -6.9% | +5.6% | +2.6% |
| 3M | +64.6% | +10.7% | +53.9% | +52.8% |
| 6M | +119.4% | -2.7% | +122.1% | +118.7% |
| YTD | -0.5% | -16.3% | +15.8% | +8.9% |
| 1Y | +1.3% | -29.1% | +30.4% | +24.6% |
| 3Y | +15.6% | -7.8% | +23.5% | -1.5% |
| All | -66.5% | +17.6% | -84.1% | -79.4% |
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