+6.8%
XLP vs BRO
-27.9%
+34.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.5% | -8.6% | +6.0% | -0.9% |
| 30D | -1.9% | -6.9% | +5.0% | -0.5% |
| 3M | -2.1% | +10.5% | -12.6% | -3.4% |
| 6M | -1.8% | -2.8% | +0.9% | -1.4% |
| YTD | +8.3% | -16.1% | +24.5% | +11.7% |
| 1Y | +6.8% | -27.6% | +34.4% | +12.5% |
| All | +6.8% | -27.9% | +34.7% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling