-45.2%
BA vs ZS
+618.8%
-664.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.9% |
| 7D | +1.1% | -16.9% | +18.0% | +3.3% |
| 30D | -7.9% | -7.4% | -0.5% | -7.3% |
| 3M | -25.3% | +21.6% | -46.9% | -27.7% |
| 6M | -24.6% | +42.4% | -67.0% | -29.7% |
| YTD | -20.1% | -12.1% | -8.0% | -21.2% |
| 1Y | -11.8% | -37.8% | +26.1% | -8.7% |
| 3Y | -10.1% | +20.9% | -31.0% | -16.6% |
| 5Y | -22.7% | -41.6% | +18.9% | -26.0% |
| All | -45.2% | +618.8% | -664.0% | -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