+105.0%
BKNG vs ZS
+494.5%
-389.5%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | -10.7% | -8.1% | -2.6% | -9.5% |
| 30D | -18.1% | -8.4% | -9.7% | -17.2% |
| 3M | +8.5% | +31.1% | -22.5% | +3.6% |
| 6M | -0.1% | +4.4% | -4.4% | -3.3% |
| YTD | -18.2% | -27.3% | +9.1% | -16.4% |
| 1Y | -19.9% | -41.4% | +21.5% | -15.6% |
| 3Y | +41.6% | +1.7% | +39.9% | +34.0% |
| 5Y | +93.1% | -39.6% | +132.7% | +85.8% |
| All | +105.0% | +494.5% | -389.5% | +47.2% |
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