+18.4%
BROS vs ZBRA
-40.4%
+58.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.1% | -3.3% |
| 7D | -6.1% | -3.8% | -2.3% | -4.4% |
| 30D | -12.4% | -10.2% | -2.2% | -8.0% |
| 3M | -27.9% | +58.7% | -86.6% | -44.2% |
| 6M | -16.8% | +61.9% | -78.7% | -37.3% |
| YTD | -29.0% | +41.7% | -70.7% | -43.5% |
| 1Y | -33.2% | +12.4% | -45.6% | -40.2% |
| 3Y | +56.8% | +34.2% | +22.6% | +17.2% |
| All | +18.4% | -40.4% | +58.8% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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