+57.4%
XLE vs BRO
-7.4%
+64.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.5% | -8.6% | +9.1% | +1.3% |
| 30D | +6.6% | -6.9% | +13.5% | +7.2% |
| 3M | +12.3% | +10.5% | +1.8% | +10.7% |
| 6M | +18.4% | -2.8% | +21.2% | +18.4% |
| YTD | +47.2% | -16.1% | +63.4% | +50.1% |
| 1Y | +50.3% | -27.6% | +77.9% | +56.5% |
| All | +57.4% | -7.4% | +64.8% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling