+135.8%
BP vs ZS
-42.6%
+178.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.1% | +2.6% |
| 7D | +0.9% | -9.2% | +10.1% | +1.3% |
| 30D | +9.1% | -4.0% | +13.1% | +9.2% |
| 3M | +3.9% | +25.3% | -21.4% | +2.5% |
| 6M | +13.6% | -1.3% | +14.9% | +12.9% |
| YTD | +34.0% | -28.0% | +62.0% | +35.3% |
| 1Y | +39.2% | -42.5% | +81.7% | +42.1% |
| 3Y | +36.4% | +0.7% | +35.7% | +33.7% |
| 5Y | +135.8% | -42.3% | +178.1% | +132.1% |
| All | +135.8% | -42.6% | +178.4% | +132.1% |
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