-4.7%
BRO vs ZYBT
-29.6%
+24.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.7% | -11.7% | -3.0% |
| 7D | +3.6% | +15.4% | -11.7% | +3.7% |
| 30D | +17.1% | +29.3% | -12.2% | +17.2% |
| 3M | +1.8% | -28.2% | +30.0% | +1.8% |
| 6M | +28.5% | +52.3% | -23.8% | +28.3% |
| YTD | -8.6% | +30.4% | -39.0% | -5.8% |
| 1Y | -4.7% | -29.2% | +24.6% | +1.0% |
| All | -4.7% | -29.6% | +24.9% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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