+512.9%
XYZ vs BRO
+368.0%
+144.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | +0.1% |
| 7D | +2.9% | -5.4% | +8.2% | +7.1% |
| 30D | +1.4% | -4.3% | +5.7% | +4.5% |
| 3M | +14.6% | +17.8% | -3.3% | -0.1% |
| 6M | +20.8% | -6.8% | +27.5% | +24.5% |
| YTD | +23.1% | -13.8% | +36.9% | +33.8% |
| 1Y | +5.6% | -27.8% | +33.4% | +30.9% |
| 3Y | +50.9% | -4.7% | +55.6% | +36.4% |
| 5Y | -68.6% | +20.6% | -89.2% | -77.0% |
| 10Y | +580.0% | +293.7% | +286.2% | +101.0% |
| All | +512.9% | +368.0% | +144.9% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling