-4.6%
BA vs ZS
+6.8%
-11.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.3% |
| 7D | +1.2% | -7.8% | +9.0% | +2.0% |
| 30D | -11.6% | +5.0% | -16.7% | -12.3% |
| 3M | -2.4% | +25.5% | -27.9% | -5.3% |
| 6M | -6.6% | +8.7% | -15.3% | -9.8% |
| YTD | -2.2% | -24.5% | +22.3% | +0.8% |
| 1Y | -8.0% | -36.7% | +28.7% | -2.2% |
| All | -4.6% | +6.8% | -11.4% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling