+21.9%
BAC vs ZS
-43.7%
+65.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | +2.0% | -11.1% | +13.0% | +3.3% |
| 30D | -6.9% | -14.8% | +7.9% | -5.4% |
| 3M | -19.6% | +18.0% | -37.6% | -21.7% |
| 6M | -0.5% | +30.8% | -31.3% | -5.6% |
| YTD | -6.6% | -11.5% | +4.9% | -7.4% |
| 1Y | -3.0% | -37.8% | +34.8% | +0.9% |
| 3Y | +97.3% | +16.6% | +80.7% | +84.8% |
| 5Y | +21.9% | -43.6% | +65.4% | +11.2% |
| All | +21.9% | -43.7% | +65.5% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling