-29.1%
BRO vs Z
-62.2%
+33.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.9% |
| 7D | -7.3% | -6.0% | -1.3% | -6.3% |
| 30D | -6.9% | -2.3% | -4.6% | -6.5% |
| 3M | +10.7% | -0.6% | +11.3% | +10.3% |
| 6M | -2.7% | -27.6% | +24.9% | -0.9% |
| YTD | -16.3% | -52.4% | +36.0% | -11.5% |
| 1Y | -29.1% | -63.6% | +34.5% | -23.1% |
| All | -29.1% | -62.2% | +33.1% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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