+354.7%
ZETA vs BROS
+38.3%
+316.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | -0.1% | -6.6% | +6.5% | +2.1% |
| 30D | +10.5% | -12.3% | +22.8% | +14.7% |
| 3M | +44.3% | -22.2% | +66.5% | +54.2% |
| 6M | +59.4% | -14.3% | +73.7% | +63.7% |
| YTD | +49.5% | -26.6% | +76.0% | +61.5% |
| 1Y | +62.7% | -31.5% | +94.2% | +79.0% |
| 3Y | +274.6% | +62.3% | +212.4% | +206.6% |
| All | +354.7% | +38.3% | +316.4% | +329.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling