-50.2%
BROS vs Z
-55.4%
+5.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.3% |
| 7D | -21.2% | -4.6% | -16.7% | -19.1% |
| 30D | -11.6% | +8.3% | -19.9% | -14.4% |
| 3M | -36.7% | -11.6% | -25.1% | -33.7% |
| 6M | -42.8% | -33.6% | -9.2% | -32.5% |
| YTD | -44.8% | -56.7% | +11.8% | -23.1% |
| 1Y | -36.5% | -59.1% | +22.6% | -9.4% |
| 3Y | +27.0% | -20.4% | +47.3% | +25.7% |
| All | -50.2% | -55.4% | +5.2% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling