-39.3%
ZS vs BROS
+38.3%
-77.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.1% |
| 7D | -3.8% | -6.6% | +2.7% | -2.3% |
| 30D | -6.0% | -12.3% | +6.4% | -3.2% |
| 3M | +32.0% | -22.2% | +54.2% | +38.2% |
| 6M | +2.1% | -14.3% | +16.4% | +2.6% |
| YTD | -26.2% | -26.6% | +0.4% | -23.0% |
| 1Y | -41.2% | -31.5% | -9.7% | -37.9% |
| 3Y | +3.3% | +62.3% | -58.9% | -22.5% |
| All | -39.3% | +38.3% | -77.6% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling