+135.9%
XLU vs BRO
+294.2%
-158.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | -7.3% | +5.7% | +1.1% |
| 30D | -3.3% | -6.9% | +3.5% | -0.9% |
| 3M | -3.2% | +10.7% | -13.8% | -7.6% |
| 6M | -7.0% | -2.7% | -4.3% | -7.2% |
| YTD | +0.6% | -16.3% | +17.0% | +6.1% |
| 1Y | +2.4% | -29.1% | +31.5% | +15.4% |
| 3Y | +46.3% | -7.8% | +54.1% | +43.4% |
| 5Y | +44.0% | +18.7% | +25.2% | +20.2% |
| All | +135.9% | +294.2% | -158.4% | +46.9% |
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