-31.5%
BROS vs Z
-28.9%
-2.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.6% |
| 7D | -20.4% | -13.1% | -7.3% | -14.5% |
| 30D | -6.1% | +5.9% | -11.9% | -6.6% |
| 3M | -29.4% | -13.7% | -15.7% | -24.6% |
| 6M | -31.5% | -27.1% | -4.4% | -23.9% |
| All | -31.5% | -28.9% | -2.6% | -23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling