+90.3%
ZETA vs BROS
-18.6%
+108.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | -5.0% | +2.5% | -7.5% | -5.8% |
| 30D | -3.3% | +15.1% | -18.4% | -8.3% |
| 3M | +31.0% | -31.4% | +62.4% | +50.6% |
| 6M | +72.2% | -22.6% | +94.8% | +82.4% |
| YTD | +56.2% | -28.1% | +84.3% | +67.8% |
| 1Y | +90.3% | -20.3% | +110.6% | +88.0% |
| All | +90.3% | -18.6% | +108.9% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling