-68.1%
XYZ vs BRO
+17.6%
-85.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -5.2% | -8.6% | +3.4% | +0.2% |
| 30D | 0.0% | -6.9% | +6.9% | +4.3% |
| 3M | +18.7% | +10.5% | +8.2% | +10.1% |
| 6M | +20.5% | -2.8% | +23.3% | +20.7% |
| YTD | +21.5% | -16.1% | +37.6% | +34.0% |
| 1Y | +7.2% | -27.6% | +34.8% | +30.5% |
| 3Y | +49.0% | -7.3% | +56.2% | +30.7% |
| 5Y | -68.1% | +19.0% | -87.1% | -78.4% |
| All | -68.1% | +17.6% | -85.7% | -78.4% |
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