+24.3%
W vs BRO
-3.6%
+27.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.5% | +6.5% | +10.0% |
| 7D | +8.4% | +12.4% | -4.1% | +5.9% |
| 30D | +16.5% | +21.6% | -5.1% | +12.0% |
| 3M | +6.4% | +4.3% | +2.1% | +4.7% |
| 6M | +90.5% | +29.2% | +61.3% | +80.2% |
| YTD | +23.1% | -6.4% | +29.4% | +22.5% |
| 1Y | +24.3% | -5.3% | +29.6% | +20.2% |
| All | +24.3% | -3.6% | +27.9% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling