-31.6%
ZS vs BROS
-18.6%
-13.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -12.3% | +2.5% | -14.7% | -12.3% |
| 30D | +11.2% | +15.1% | -3.8% | +10.9% |
| 3M | +37.5% | -31.4% | +68.9% | +39.4% |
| 6M | +57.8% | -22.6% | +80.4% | +58.8% |
| YTD | -0.2% | -28.1% | +27.9% | -2.2% |
| 1Y | -31.6% | -20.3% | -11.4% | -34.1% |
| All | -31.6% | -18.6% | -13.0% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling