+340.0%
BRO vs Z
+16.2%
+323.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -7.6% | -7.1% | -0.6% | -6.8% |
| 30D | -6.9% | -4.8% | -2.1% | -6.4% |
| 3M | +12.8% | -9.3% | +22.2% | +13.9% |
| 6M | -5.9% | -29.0% | +23.1% | -2.5% |
| YTD | -15.9% | -52.9% | +37.0% | -9.0% |
| 1Y | -28.1% | -63.1% | +35.0% | -20.2% |
| 3Y | -7.0% | -36.9% | +29.9% | -5.4% |
| 5Y | +18.0% | -65.5% | +83.5% | +23.8% |
| 10Y | +293.9% | -3.9% | +297.8% | +238.5% |
| All | +340.0% | +16.2% | +323.8% | +268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling