-64.2%
ZM vs BROS
+10.5%
-74.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.5% | -4.3% | +0.8% |
| 7D | +11.0% | +6.3% | +4.7% | +9.6% |
| 30D | +5.6% | -8.3% | +14.0% | +6.8% |
| 3M | -9.1% | -29.8% | +20.6% | -3.3% |
| 6M | -2.6% | -25.8% | +23.3% | +1.3% |
| YTD | +15.7% | -41.4% | +57.0% | +24.7% |
| 1Y | +18.8% | -35.2% | +53.9% | +25.0% |
| 3Y | +62.2% | +32.8% | +29.4% | +31.2% |
| 5Y | -60.9% | -42.2% | -18.7% | -64.9% |
| All | -64.2% | +10.5% | -74.7% | -67.9% |
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