+64.3%
XLF vs BRO
+17.6%
+46.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | -7.3% | +5.9% | +1.3% |
| 30D | -1.2% | -6.9% | +5.7% | +1.3% |
| 3M | +9.2% | +10.7% | -1.5% | +4.2% |
| 6M | +16.3% | -2.7% | +19.0% | +16.4% |
| YTD | +5.4% | -16.3% | +21.8% | +11.8% |
| 1Y | +7.6% | -29.1% | +36.7% | +22.2% |
| 3Y | +74.2% | -7.8% | +82.0% | +72.9% |
| All | +64.3% | +17.6% | +46.6% | +38.0% |
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