+508.9%
XLP vs BRO
+4,272.9%
-3,764.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -1.0% | -2.6% | +1.6% | -0.4% |
| 30D | -0.9% | +0.9% | -1.8% | -1.1% |
| 3M | +3.8% | +24.8% | -20.9% | -2.0% |
| 6M | -1.7% | -0.1% | -1.7% | -2.3% |
| YTD | +10.3% | -9.7% | +20.0% | +12.3% |
| 1Y | +7.8% | -24.5% | +32.3% | +14.7% |
| 3Y | +27.2% | -1.6% | +28.8% | +25.3% |
| 5Y | +32.5% | +25.6% | +7.0% | +21.1% |
| 10Y | +101.8% | +309.8% | -208.0% | +39.4% |
| All | +508.9% | +4,272.9% | -3,764.0% | +197.4% |
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