+155.2%
W vs BRO
+294.2%
-139.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.3% |
| 7D | -0.9% | -7.3% | +6.5% | +4.5% |
| 30D | -4.2% | -6.9% | +2.6% | +0.3% |
| 3M | +26.9% | +10.7% | +16.2% | +15.8% |
| 6M | +31.2% | -2.7% | +33.9% | +30.3% |
| YTD | -1.8% | -16.3% | +14.5% | +7.9% |
| 1Y | +9.3% | -29.1% | +38.4% | +35.0% |
| 3Y | +33.2% | -7.8% | +41.0% | +17.3% |
| 5Y | -62.4% | +18.7% | -81.1% | -74.1% |
| All | +155.2% | +294.2% | -139.0% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling