+414.6%
XLF vs BRO
+3,952.7%
-3,538.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.5% | -7.3% | +5.9% | +2.8% |
| 30D | -1.2% | -6.9% | +5.7% | +2.7% |
| 3M | +9.2% | +10.7% | -1.5% | +1.9% |
| 6M | +16.3% | -2.7% | +19.0% | +15.9% |
| YTD | +5.4% | -16.3% | +21.8% | +13.8% |
| 1Y | +7.6% | -29.1% | +36.7% | +27.1% |
| 3Y | +74.2% | -7.8% | +82.0% | +72.1% |
| 5Y | +66.1% | +18.7% | +47.4% | +36.9% |
| 10Y | +252.8% | +291.9% | -39.1% | +44.0% |
| All | +414.6% | +3,952.7% | -3,538.1% | +1.7% |
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