-12.8%
BKNG vs ZS
-37.1%
+24.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.5% |
| 7D | -6.0% | -7.8% | +1.8% | -5.3% |
| 30D | -6.6% | +5.0% | -11.7% | -7.4% |
| 3M | +15.7% | +25.5% | -9.8% | +12.3% |
| 6M | +14.1% | +8.7% | +5.4% | +8.7% |
| YTD | -9.3% | -24.5% | +15.2% | -10.6% |
| 1Y | -12.8% | -36.7% | +23.9% | -11.9% |
| All | -12.8% | -37.1% | +24.3% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling