+72.9%
BAC vs ZS
-42.6%
+115.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | +0.1% |
| 7D | +1.2% | -9.2% | +10.4% | +2.3% |
| 30D | -0.7% | -4.0% | +3.3% | -0.5% |
| 3M | +16.9% | +25.3% | -8.4% | +13.2% |
| 6M | +29.6% | -1.3% | +30.9% | +27.2% |
| YTD | +15.3% | -28.0% | +43.3% | +17.6% |
| 1Y | +28.8% | -42.5% | +71.3% | +35.2% |
| 3Y | +136.4% | +0.7% | +135.7% | +126.2% |
| 5Y | +72.9% | -42.3% | +115.2% | +62.6% |
| All | +72.9% | -42.6% | +115.5% | +62.6% |
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