+356.2%
ZETA vs BROS
+22.6%
+333.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | +0.1% |
| 7D | +26.5% | -2.5% | +29.0% | +27.4% |
| 30D | +10.3% | -11.2% | +21.5% | +14.0% |
| 3M | +30.5% | -33.9% | +64.5% | +49.8% |
| 6M | +129.4% | -33.5% | +162.8% | +157.8% |
| YTD | +83.1% | -44.9% | +128.1% | +119.1% |
| 1Y | +82.1% | -41.5% | +123.6% | +112.3% |
| All | +356.2% | +22.6% | +333.6% | +317.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling