-3.8%
BROS vs Z
-68.5%
+64.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | +0.3% |
| 7D | -19.0% | -6.5% | -12.6% | -16.1% |
| 30D | -7.3% | -0.1% | -7.2% | -7.0% |
| 3M | -31.2% | -14.1% | -17.1% | -27.1% |
| 6M | -33.0% | -30.1% | -3.0% | -23.2% |
| YTD | -42.4% | -57.5% | +15.2% | -19.9% |
| 1Y | -37.7% | -60.3% | +22.6% | -11.2% |
| 3Y | +28.2% | -21.0% | +49.2% | +28.9% |
| 5Y | -43.4% | -54.9% | +11.6% | -32.6% |
| All | -3.8% | -68.5% | +64.7% | +26.5% |
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