+451.0%
BX vs ZS
+488.9%
-37.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.5% |
| 7D | -2.0% | -9.2% | +7.2% | +0.3% |
| 30D | -2.3% | -4.0% | +1.7% | -1.6% |
| 3M | +18.5% | +25.3% | -6.8% | +11.6% |
| 6M | +23.7% | -1.3% | +25.0% | +19.5% |
| YTD | -10.4% | -28.0% | +17.6% | -6.8% |
| 1Y | -19.6% | -42.5% | +22.9% | -12.2% |
| 3Y | +30.8% | +0.7% | +30.1% | +21.1% |
| 5Y | +24.3% | -42.3% | +66.6% | +21.6% |
| All | +451.0% | +488.9% | -37.8% | +265.7% |
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 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