+92.4%
BAC vs ZS
+604.7%
-512.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -1.9% | -13.7% | +11.8% | -0.7% |
| 30D | -7.2% | -14.2% | +7.0% | -6.1% |
| 3M | -20.4% | +8.5% | -29.0% | -21.4% |
| 6M | +1.3% | +30.2% | -28.9% | -2.4% |
| YTD | -6.4% | -13.8% | +7.4% | -6.9% |
| 1Y | -3.5% | -41.5% | +38.0% | -0.7% |
| 3Y | +96.7% | +10.7% | +86.0% | +89.2% |
| 5Y | +20.6% | -43.6% | +64.2% | +16.4% |
| All | +92.4% | +604.7% | -512.3% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling