+215.2%
XLY vs BRO
+294.2%
-79.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.7% | -7.3% | +5.6% | +1.6% |
| 30D | -4.2% | -6.9% | +2.7% | -1.2% |
| 3M | -2.7% | +10.7% | -13.3% | -7.9% |
| 6M | -0.6% | -2.7% | +2.1% | -0.9% |
| YTD | -5.0% | -16.3% | +11.3% | +1.3% |
| 1Y | -4.1% | -29.1% | +25.0% | +10.5% |
| 3Y | +33.6% | -7.8% | +41.4% | +29.4% |
| 5Y | +28.7% | +18.7% | +10.0% | +5.1% |
| All | +215.2% | +294.2% | -79.0% | +48.5% |
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 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