+76.9%
BP vs ZS
+517.5%
-440.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +0.7% |
| 7D | +3.9% | -7.8% | +11.8% | +4.2% |
| 30D | +7.6% | +5.0% | +2.6% | +7.3% |
| 3M | +0.7% | +25.5% | -24.8% | -0.4% |
| 6M | +15.5% | +8.7% | +6.8% | +14.5% |
| YTD | +30.8% | -24.5% | +55.3% | +31.5% |
| 1Y | +34.3% | -36.7% | +71.0% | +35.8% |
| 3Y | +35.1% | +7.2% | +27.8% | +32.7% |
| 5Y | +126.8% | -40.9% | +167.7% | +122.5% |
| All | +76.9% | +517.5% | -440.6% | +39.0% |
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 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