+253.9%
XLI vs BRO
+294.2%
-40.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -1.7% | -7.3% | +5.7% | +1.7% |
| 30D | -7.3% | -6.9% | -0.4% | -4.5% |
| 3M | -1.3% | +10.7% | -12.0% | -7.2% |
| 6M | +2.2% | -2.7% | +4.9% | +1.6% |
| YTD | +11.7% | -16.3% | +28.0% | +19.0% |
| 1Y | +14.3% | -29.1% | +43.3% | +32.1% |
| 3Y | +70.3% | -7.8% | +78.2% | +65.1% |
| 5Y | +82.3% | +18.7% | +63.6% | +45.2% |
| All | +253.9% | +294.2% | -40.3% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling