+11.3%
BITO vs ZS
+1.8%
+9.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.4% |
| 7D | +1.1% | -3.8% | +4.9% | +1.3% |
| 30D | +21.8% | -6.0% | +27.8% | +22.1% |
| 3M | +25.0% | +32.0% | -7.0% | +23.6% |
| 6M | +11.3% | +2.1% | +9.2% | +14.4% |
| All | +11.3% | +1.8% | +9.5% | +14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling