+1,037.2%
XLE vs BRO
+4,074.5%
-3,037.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +2.8% |
| 7D | 0.0% | -5.4% | +5.4% | +2.1% |
| 30D | +12.6% | -4.3% | +17.0% | +14.3% |
| 3M | +11.8% | +17.8% | -6.0% | +4.0% |
| 6M | +16.1% | -6.8% | +22.8% | +17.5% |
| YTD | +46.9% | -13.8% | +60.7% | +52.7% |
| 1Y | +53.3% | -27.8% | +81.1% | +70.3% |
| 3Y | +54.9% | -4.7% | +59.6% | +50.6% |
| 5Y | +225.7% | +20.6% | +205.1% | +178.5% |
| 10Y | +170.7% | +293.7% | -123.1% | +46.6% |
| All | +1,037.2% | +4,074.5% | -3,037.3% | +271.5% |
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 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