+243.8%
ZETA vs BRO
+32.8%
+211.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -6.5% | -8.6% | +2.1% | -0.8% |
| 30D | +4.8% | -6.9% | +11.8% | +9.7% |
| 3M | +53.3% | +10.5% | +42.9% | +42.1% |
| 6M | +66.8% | -2.8% | +69.6% | +67.8% |
| YTD | +50.2% | -16.1% | +66.3% | +66.9% |
| 1Y | +62.0% | -27.6% | +89.6% | +98.6% |
| 3Y | +276.4% | -7.3% | +283.6% | +271.1% |
| 5Y | +341.6% | +19.0% | +322.6% | +227.2% |
| All | +243.8% | +32.8% | +211.0% | +136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling