+40.3%
XLC vs BRO
+17.6%
+22.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +0.5% | -7.3% | +7.8% | +2.9% |
| 30D | +2.1% | -6.9% | +9.0% | +4.3% |
| 3M | +0.7% | +10.7% | -10.0% | -2.9% |
| 6M | -3.2% | -2.7% | -0.5% | -2.9% |
| YTD | -3.8% | -16.3% | +12.5% | +1.3% |
| 1Y | -2.0% | -29.1% | +27.1% | +9.3% |
| 3Y | +71.4% | -7.8% | +79.2% | +66.2% |
| All | +40.3% | +17.6% | +22.7% | +15.6% |
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 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