-40.2%
ZS vs BROS
+33.7%
-73.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.8% |
| 7D | -8.1% | -6.1% | -2.0% | -6.7% |
| 30D | -8.4% | -12.4% | +3.9% | -5.7% |
| 3M | +31.1% | -27.9% | +59.0% | +39.9% |
| 6M | +4.4% | -16.8% | +21.2% | +5.6% |
| YTD | -27.3% | -29.0% | +1.7% | -23.5% |
| 1Y | -41.4% | -33.2% | -8.2% | -37.8% |
| 3Y | +1.7% | +56.8% | -55.1% | -23.1% |
| All | -40.2% | +33.7% | -73.9% | -49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling