+27.3%
BAC vs ZS
-41.0%
+68.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.1% | +0.3% |
| 7D | +0.6% | -3.8% | +4.5% | +0.8% |
| 30D | -1.4% | -6.0% | +4.6% | -1.2% |
| 3M | +15.7% | +32.0% | -16.2% | +13.9% |
| 6M | +32.2% | +2.1% | +30.0% | +31.7% |
| YTD | +15.8% | -26.2% | +41.9% | +15.8% |
| 1Y | +27.3% | -41.2% | +68.4% | +28.9% |
| All | +27.3% | -41.0% | +68.2% | +28.9% |
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