-26.4%
BA vs ZS
-45.5%
+19.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -1.1% | -2.6% | +1.5% | -0.7% |
| 30D | -7.1% | -12.8% | +5.7% | -5.5% |
| 3M | -25.5% | +2.3% | -27.8% | -26.6% |
| 6M | -28.7% | +26.3% | -55.0% | -33.6% |
| YTD | -21.0% | -14.4% | -6.6% | -21.7% |
| 1Y | -11.9% | -37.6% | +25.8% | -7.2% |
| 3Y | -16.2% | +8.0% | -24.2% | -23.1% |
| All | -26.4% | -45.5% | +19.0% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling