-24.5%
BRO vs ZBRA
+18.2%
-42.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.7% |
| 7D | -2.6% | +1.8% | -4.3% | -2.7% |
| 30D | +0.9% | -1.7% | +2.6% | +1.0% |
| 3M | +24.8% | +47.8% | -23.0% | +19.4% |
| 6M | -0.1% | +56.7% | -56.8% | -5.1% |
| YTD | -9.7% | +49.4% | -59.1% | -13.9% |
| 1Y | -24.5% | +16.5% | -41.0% | -24.6% |
| All | -24.5% | +18.2% | -42.6% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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