+272.0%
BNY vs ZS
+494.5%
-222.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -1.1% | -8.1% | +7.0% | -0.4% |
| 30D | +1.4% | -8.4% | +9.9% | +2.0% |
| 3M | +16.8% | +31.1% | -14.3% | +13.8% |
| 6M | +42.0% | +4.4% | +37.6% | +39.6% |
| YTD | +41.9% | -27.3% | +69.2% | +43.6% |
| 1Y | +59.2% | -41.4% | +100.6% | +63.8% |
| 3Y | +290.9% | +1.7% | +289.2% | +279.8% |
| 5Y | +259.0% | -39.6% | +298.6% | +248.4% |
| All | +272.0% | +494.5% | -222.5% | +194.7% |
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