-10.6%
BITO vs ZS
-45.2%
+34.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -3.4% | -3.1% | -0.3% | -2.6% |
| 30D | +21.4% | -7.2% | +28.6% | +23.5% |
| 3M | +20.5% | +30.5% | -10.0% | +10.3% |
| 6M | +7.4% | +7.0% | +0.4% | -0.4% |
| YTD | -13.9% | -26.8% | +13.0% | -9.8% |
| 1Y | -35.1% | -42.6% | +7.5% | -26.7% |
| 3Y | +156.8% | -0.3% | +157.1% | +127.0% |
| All | -10.6% | -45.2% | +34.6% | -10.8% |
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