+138.0%
BAC vs ZS
+517.5%
-379.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.3% |
| 7D | +1.1% | -7.8% | +8.9% | +1.8% |
| 30D | -0.4% | +5.0% | -5.4% | -1.0% |
| 3M | +16.9% | +25.5% | -8.6% | +14.2% |
| 6M | +26.6% | +8.7% | +17.9% | +23.9% |
| YTD | +15.8% | -24.5% | +40.3% | +16.9% |
| 1Y | +27.2% | -36.7% | +63.9% | +30.2% |
| 3Y | +132.4% | +7.2% | +125.2% | +125.1% |
| 5Y | +72.6% | -40.9% | +113.5% | +67.7% |
| All | +138.0% | +517.5% | -379.4% | +81.5% |
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