+22.6%
BROS vs Z
-65.0%
+87.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -6.6% | -7.1% | +0.5% | -3.9% |
| 30D | -12.3% | -4.8% | -7.6% | -11.0% |
| 3M | -22.2% | -9.3% | -12.9% | -19.6% |
| 6M | -14.3% | -29.0% | +14.7% | -2.3% |
| YTD | -26.6% | -52.9% | +26.3% | -2.1% |
| 1Y | -31.5% | -63.1% | +31.6% | +0.4% |
| 3Y | +62.3% | -36.9% | +99.1% | +80.9% |
| All | +22.6% | -65.0% | +87.6% | +54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling