-1.5%
BAC vs ZS
-31.8%
+30.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | +1.5% | -12.3% | +13.8% | +1.8% |
| 30D | -4.4% | +11.2% | -15.6% | -4.5% |
| 3M | -17.5% | +37.5% | -55.0% | -18.1% |
| 6M | -0.1% | +57.8% | -57.9% | -1.6% |
| YTD | -4.6% | -0.2% | -4.4% | -6.0% |
| 1Y | -1.5% | -31.6% | +30.1% | -1.1% |
| All | -1.5% | -31.8% | +30.3% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling