+158.4%
W vs BRO
+366.1%
-207.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +0.5% | -8.6% | +9.1% | +6.8% |
| 30D | -5.6% | -6.9% | +1.4% | -1.0% |
| 3M | +41.9% | +10.5% | +31.4% | +29.8% |
| 6M | +30.2% | -2.8% | +33.0% | +29.5% |
| YTD | -2.9% | -16.1% | +13.2% | +6.4% |
| 1Y | +11.6% | -27.6% | +39.2% | +34.8% |
| 3Y | +37.0% | -7.3% | +44.2% | +21.5% |
| 5Y | -62.8% | +19.0% | -81.8% | -73.7% |
| 10Y | +155.2% | +292.7% | -137.5% | -25.2% |
| All | +158.4% | +366.1% | -207.7% | -35.1% |
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 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