+457.1%
ZETA vs BROS
+3.7%
+453.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | 0.0% |
| 7D | +26.5% | -2.5% | +29.0% | +27.3% |
| 30D | +10.3% | -11.2% | +21.5% | +13.6% |
| 3M | +30.5% | -33.9% | +64.5% | +47.3% |
| 6M | +129.4% | -33.5% | +162.8% | +155.0% |
| YTD | +83.1% | -44.9% | +128.1% | +115.0% |
| 1Y | +82.1% | -41.5% | +123.6% | +109.3% |
| 3Y | +352.3% | +22.4% | +329.9% | +302.0% |
| 5Y | +293.1% | -45.7% | +338.8% | +283.1% |
| All | +457.1% | +3.7% | +453.4% | +471.6% |
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