-45.2%
BA vs ZS
+608.8%
-654.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | 0.0% | -13.4% | +13.4% | +1.7% |
| 30D | -8.9% | -16.6% | +7.7% | -7.1% |
| 3M | -25.5% | +10.3% | -35.8% | -27.1% |
| 6M | -27.0% | +28.1% | -55.1% | -30.9% |
| YTD | -20.1% | -13.3% | -6.8% | -21.0% |
| 1Y | -11.0% | -40.7% | +29.7% | -7.3% |
| 3Y | -11.8% | +11.4% | -23.2% | -17.3% |
| 5Y | -20.6% | -42.2% | +21.5% | -23.8% |
| All | -45.2% | +608.8% | -654.0% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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