+80.0%
BP vs ZS
+608.8%
-528.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.1% |
| 7D | -6.3% | -13.4% | +7.1% | -5.8% |
| 30D | -3.6% | -16.6% | +13.0% | -3.0% |
| 3M | +5.2% | +10.3% | -5.1% | +4.7% |
| 6M | +5.3% | +28.1% | -22.8% | +3.7% |
| YTD | +33.1% | -13.3% | +46.5% | +32.9% |
| 1Y | +26.3% | -40.7% | +67.0% | +28.2% |
| 3Y | +47.5% | +11.4% | +36.1% | +44.6% |
| 5Y | +106.2% | -42.2% | +148.3% | +101.8% |
| All | +80.0% | +608.8% | -528.8% | +40.5% |
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