-7.8%
BRO vs Z
-36.5%
+28.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.6% |
| 7D | -7.3% | -6.0% | -1.3% | -6.8% |
| 30D | -6.9% | -2.3% | -4.6% | -6.6% |
| 3M | +10.7% | -0.6% | +11.3% | +10.6% |
| 6M | -2.7% | -27.6% | +24.9% | -0.8% |
| YTD | -16.3% | -52.4% | +36.0% | -12.3% |
| 1Y | -29.1% | -63.6% | +34.5% | -24.6% |
| 3Y | -7.8% | -36.4% | +28.6% | -0.5% |
| All | -7.8% | -36.5% | +28.7% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling