-1.4%
BAC vs ZS
-39.0%
+37.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +3.2% | -2.6% | +5.9% | +3.3% |
| 30D | -0.7% | -12.8% | +12.1% | -0.4% |
| 3M | -20.0% | +2.3% | -22.3% | -19.7% |
| 6M | +3.4% | +26.3% | -22.8% | +2.5% |
| YTD | -5.7% | -14.4% | +8.7% | -6.9% |
| 1Y | -1.4% | -37.6% | +36.2% | -1.2% |
| All | -1.4% | -39.0% | +37.5% | -1.2% |
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