+33.0%
BLK vs ZS
-38.5%
+71.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -3.3% | -3.1% | -0.2% | -2.8% |
| 30D | -6.5% | -7.2% | +0.7% | -5.5% |
| 3M | +6.7% | +30.5% | -23.7% | +1.2% |
| 6M | +14.7% | +7.0% | +7.8% | +9.8% |
| YTD | +2.5% | -26.8% | +29.4% | +5.4% |
| 1Y | -2.8% | -42.6% | +39.8% | +4.6% |
| 3Y | +65.9% | -0.3% | +66.2% | +53.5% |
| All | +33.0% | -38.5% | +71.5% | +21.0% |
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