+16.0%
BX vs ZS
-43.4%
+59.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -2.4% |
| 7D | -8.9% | -8.1% | -0.9% | -6.6% |
| 30D | -14.8% | -8.4% | -6.3% | -12.8% |
| 3M | +6.9% | +31.1% | -24.1% | -2.3% |
| 6M | +16.3% | +4.4% | +11.9% | +8.7% |
| YTD | -16.1% | -27.3% | +11.2% | -11.9% |
| 1Y | -26.8% | -41.4% | +14.6% | -18.2% |
| 3Y | +22.4% | +1.7% | +20.8% | +7.4% |
| 5Y | +16.0% | -39.6% | +55.6% | +3.7% |
| All | +16.0% | -43.4% | +59.5% | +3.7% |
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