+70.3%
BROS vs Z
-36.8%
+107.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | +0.8% |
| 7D | -0.9% | -3.3% | +2.3% | +0.1% |
| 30D | -13.5% | -3.7% | -9.7% | -12.6% |
| 3M | -18.4% | -7.0% | -11.5% | -16.7% |
| 6M | -10.6% | -29.5% | +18.9% | +0.4% |
| YTD | -25.1% | -52.6% | +27.5% | -4.8% |
| 1Y | -28.6% | -64.0% | +35.4% | -1.2% |
| All | +70.3% | -36.8% | +107.1% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling