-63.7%
ZM vs BROS
+43.3%
-107.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.5% | +3.1% |
| 7D | +2.9% | -6.7% | +9.6% | +4.3% |
| 30D | +0.7% | -29.1% | +29.8% | +7.3% |
| 3M | -3.7% | -16.7% | +13.0% | -1.2% |
| 6M | +29.9% | -11.6% | +41.5% | +30.3% |
| YTD | +17.4% | -23.9% | +41.3% | +21.1% |
| 1Y | +22.4% | -34.8% | +57.2% | +29.8% |
| 3Y | +41.3% | +62.1% | -20.8% | +10.8% |
| All | -63.7% | +43.3% | -107.0% | -68.8% |
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