+34.0%
XLB vs BRO
+17.6%
+16.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.8% | -7.3% | +4.5% | -0.7% |
| 30D | -3.1% | -6.9% | +3.8% | -1.2% |
| 3M | -0.2% | +10.7% | -10.8% | -3.7% |
| 6M | +3.1% | -2.7% | +5.8% | +3.3% |
| YTD | +13.3% | -16.3% | +29.6% | +19.2% |
| 1Y | +12.0% | -29.1% | +41.1% | +25.1% |
| 3Y | +31.4% | -7.8% | +39.2% | +29.5% |
| All | +34.0% | +17.6% | +16.3% | +13.2% |
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 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