+33.1%
ZM vs BRO
-7.6%
+40.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -5.7% | -7.3% | +1.6% | -4.4% |
| 30D | -9.1% | -6.9% | -2.2% | -8.0% |
| 3M | +3.5% | +10.7% | -7.1% | +1.9% |
| 6M | +25.7% | -2.7% | +28.4% | +26.2% |
| YTD | +10.8% | -16.3% | +27.1% | +14.2% |
| 1Y | +12.8% | -29.1% | +41.9% | +20.0% |
| 3Y | +33.1% | -7.8% | +41.0% | +26.8% |
| All | +33.1% | -7.6% | +40.8% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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