+28.4%
XLY vs BRO
+17.6%
+10.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.7% | -7.3% | +5.6% | +0.8% |
| 30D | -4.2% | -6.9% | +2.7% | -1.9% |
| 3M | -2.7% | +10.7% | -13.3% | -6.7% |
| 6M | -0.6% | -2.7% | +2.1% | -0.5% |
| YTD | -5.0% | -16.3% | +11.3% | +0.6% |
| 1Y | -4.1% | -29.1% | +25.0% | +8.5% |
| 3Y | +33.6% | -7.8% | +41.4% | +28.4% |
| All | +28.4% | +17.6% | +10.8% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling