+1,227.8%
BE vs ZS
-40.8%
+1,268.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.4% | -3.8% |
| 7D | +23.9% | -3.8% | +27.8% | +25.3% |
| 30D | +27.8% | -6.0% | +33.8% | +29.2% |
| 3M | +3.7% | +32.0% | -28.3% | -9.1% |
| 6M | +78.0% | +2.1% | +75.8% | +59.2% |
| YTD | +209.9% | -26.2% | +236.1% | +217.2% |
| 1Y | +389.6% | -41.2% | +430.8% | +458.8% |
| 3Y | +1,730.6% | +3.3% | +1,727.3% | +1,364.3% |
| 5Y | +1,227.8% | -40.7% | +1,268.5% | +1,107.5% |
| All | +1,227.8% | -40.8% | +1,268.6% | +1,107.5% |
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 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