+6.7%
XYZ vs BRO
-27.7%
+34.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.3% | -7.3% | +3.0% | -2.9% |
| 30D | +1.2% | -6.9% | +8.0% | +2.5% |
| 3M | +14.6% | +10.7% | +4.0% | +12.5% |
| 6M | +22.6% | -2.7% | +25.3% | +22.9% |
| YTD | +21.7% | -16.3% | +38.0% | +24.3% |
| 1Y | +6.7% | -29.1% | +35.8% | +11.2% |
| All | +6.7% | -27.7% | +34.5% | +11.2% |
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