-37.9%
ZS vs BROS
+43.3%
-81.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.7% |
| 7D | -7.8% | -6.7% | -1.2% | -6.4% |
| 30D | +5.0% | -29.1% | +34.1% | +13.2% |
| 3M | +25.5% | -16.7% | +42.2% | +29.2% |
| 6M | +8.7% | -11.6% | +20.3% | +8.3% |
| YTD | -24.5% | -23.9% | -0.6% | -21.9% |
| 1Y | -36.7% | -34.8% | -1.9% | -32.4% |
| 3Y | +7.2% | +62.1% | -54.9% | -19.4% |
| All | -37.9% | +43.3% | -81.2% | -48.8% |
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