+138.0%
BAC vs ZS
+504.0%
-366.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.1% | +0.2% |
| 7D | +0.6% | -3.8% | +4.5% | +0.9% |
| 30D | -1.4% | -6.0% | +4.6% | -1.0% |
| 3M | +15.7% | +32.0% | -16.2% | +12.6% |
| 6M | +32.2% | +2.1% | +30.0% | +30.1% |
| YTD | +15.8% | -26.2% | +41.9% | +17.1% |
| 1Y | +27.3% | -41.2% | +68.4% | +31.1% |
| 3Y | +137.5% | +3.3% | +134.1% | +130.7% |
| 5Y | +73.1% | -40.7% | +113.8% | +68.3% |
| All | +138.0% | +504.0% | -366.0% | +81.8% |
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 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