+344.5%
ZETA vs BRO
+17.6%
+326.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.7% | -7.3% | +3.6% | +1.2% |
| 30D | +5.7% | -6.9% | +12.6% | +10.6% |
| 3M | +50.4% | +10.7% | +39.8% | +39.2% |
| 6M | +65.5% | -2.7% | +68.2% | +66.3% |
| YTD | +48.3% | -16.3% | +64.6% | +65.1% |
| 1Y | +45.4% | -29.1% | +74.5% | +81.0% |
| 3Y | +270.8% | -7.8% | +278.6% | +266.8% |
| All | +344.5% | +17.6% | +326.8% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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