+368.6%
ZETA vs BROS
+43.3%
+325.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | +2.7% | -6.7% | +9.3% | +4.7% |
| 30D | +15.8% | -29.1% | +44.9% | +28.5% |
| 3M | +35.4% | -16.7% | +52.1% | +41.3% |
| 6M | +67.1% | -11.6% | +78.7% | +69.7% |
| YTD | +54.1% | -23.9% | +78.0% | +64.5% |
| 1Y | +67.8% | -34.8% | +102.6% | +87.3% |
| 3Y | +311.4% | +62.1% | +249.3% | +236.1% |
| All | +368.6% | +43.3% | +325.3% | +337.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling