+46.6%
XYZ vs BRO
-7.4%
+54.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -5.2% | -8.6% | +3.4% | -3.1% |
| 30D | 0.0% | -6.9% | +6.9% | +1.6% |
| 3M | +18.7% | +10.5% | +8.2% | +15.7% |
| 6M | +20.5% | -2.8% | +23.3% | +21.0% |
| YTD | +21.5% | -16.1% | +37.6% | +26.2% |
| 1Y | +7.2% | -27.6% | +34.8% | +15.3% |
| All | +46.6% | -7.4% | +54.0% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling