+91.8%
BAC vs ZS
+602.6%
-510.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +1.5% | -5.2% | +6.7% | +2.0% |
| 30D | -6.4% | -15.5% | +9.1% | -5.2% |
| 3M | -21.7% | +9.0% | -30.6% | -22.6% |
| 6M | +0.5% | +32.2% | -31.7% | -3.3% |
| YTD | -6.7% | -14.1% | +7.4% | -7.2% |
| 1Y | -4.7% | -39.1% | +34.4% | -2.2% |
| 3Y | +96.1% | +10.4% | +85.7% | +88.7% |
| 5Y | +21.7% | -44.6% | +66.3% | +17.6% |
| All | +91.8% | +602.6% | -510.8% | +44.1% |
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 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