-29.6%
ZS vs BROS
+10.5%
-40.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -6.9% | -1.9% |
| 7D | -2.6% | +6.3% | -8.9% | -4.2% |
| 30D | -12.8% | -8.3% | -4.5% | -11.5% |
| 3M | +2.3% | -29.8% | +32.1% | +10.2% |
| 6M | +26.3% | -25.8% | +52.1% | +31.7% |
| YTD | -14.4% | -41.4% | +26.9% | -6.5% |
| 1Y | -37.6% | -35.2% | -2.5% | -33.9% |
| 3Y | +8.0% | +32.8% | -24.7% | -15.6% |
| 5Y | -44.9% | -42.2% | -2.7% | -51.4% |
| All | -29.6% | +10.5% | -40.1% | -38.7% |
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