+86.0%
BP vs ZS
+494.5%
-408.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.9% |
| 7D | +5.7% | -8.1% | +13.8% | +6.1% |
| 30D | +8.1% | -8.4% | +16.5% | +8.3% |
| 3M | +8.6% | +31.1% | -22.5% | +7.2% |
| 6M | +18.1% | +4.4% | +13.7% | +17.2% |
| YTD | +37.6% | -27.3% | +64.9% | +38.4% |
| 1Y | +39.4% | -41.4% | +80.8% | +41.4% |
| 3Y | +40.1% | +1.7% | +38.4% | +37.9% |
| 5Y | +141.3% | -39.6% | +180.9% | +136.6% |
| All | +86.0% | +494.5% | -408.4% | +46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling