+25.1%
BX vs ZS
+2.4%
+22.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.2% | -4.3% |
| 7D | -5.7% | -3.8% | -1.8% | -4.8% |
| 30D | -8.9% | -6.0% | -2.9% | -7.8% |
| 3M | +8.4% | +32.0% | -23.6% | +1.0% |
| 6M | +18.9% | +2.1% | +16.8% | +13.5% |
| YTD | -13.6% | -26.2% | +12.5% | -9.5% |
| 1Y | -22.4% | -41.2% | +18.7% | -13.8% |
| All | +25.1% | +2.4% | +22.7% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling