+791.0%
XLB vs BRO
+3,961.3%
-3,170.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.5% | -8.6% | +5.1% | 0.0% |
| 30D | -4.7% | -6.9% | +2.3% | -2.0% |
| 3M | +2.7% | +10.5% | -7.8% | -2.1% |
| 6M | +2.6% | -2.8% | +5.4% | +2.3% |
| YTD | +12.8% | -16.1% | +29.0% | +19.0% |
| 1Y | +14.0% | -27.6% | +41.6% | +27.4% |
| 3Y | +31.5% | -7.3% | +38.8% | +29.9% |
| 5Y | +33.4% | +19.0% | +14.4% | +16.1% |
| 10Y | +161.3% | +292.7% | -131.4% | +39.9% |
| All | +791.0% | +3,961.3% | -3,170.2% | +184.6% |
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