+21,244.7%
BRO vs ZBRA
+8,909.5%
+12,335.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | -0.5% |
| 7D | -7.3% | -3.4% | -3.9% | -6.9% |
| 30D | -6.9% | -7.4% | +0.5% | -5.9% |
| 3M | +10.7% | +57.5% | -46.8% | +3.4% |
| 6M | -2.7% | +64.0% | -66.7% | -10.0% |
| YTD | -16.3% | +44.3% | -60.6% | -21.4% |
| 1Y | -29.1% | +10.9% | -40.0% | -31.1% |
| 3Y | -7.8% | +37.5% | -45.4% | -14.9% |
| 5Y | +18.7% | -39.7% | +58.4% | +20.7% |
| 10Y | +291.9% | +429.9% | -138.0% | +199.9% |
| All | +21,244.7% | +8,909.5% | +12,335.2% | +14,628.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling