+139.5%
XLP vs BRO
+297.2%
-157.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +0.7% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | +7.3% | +11.3% | -4.0% | +3.3% |
| 3M | +8.1% | +0.7% | +7.4% | +7.5% |
| 6M | +10.5% | +32.9% | -22.4% | -0.5% |
| YTD | +21.2% | -8.8% | +30.0% | +23.6% |
| 1Y | +22.7% | -9.2% | +32.0% | +25.4% |
| 3Y | +44.8% | +0.1% | +44.7% | +39.2% |
| 5Y | +44.7% | +15.6% | +29.1% | +28.0% |
| All | +139.5% | +297.2% | -157.7% | +45.0% |
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 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