+395.4%
ZS vs BAX
-59.1%
+454.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -8.1% | -5.4% | -2.6% | -6.9% |
| 30D | -8.4% | -12.4% | +3.9% | -5.7% |
| 3M | +31.1% | +19.1% | +12.0% | +25.3% |
| 6M | +4.4% | +38.6% | -34.2% | -4.4% |
| YTD | -27.3% | +26.7% | -54.0% | -32.9% |
| 1Y | -41.4% | +1.0% | -42.4% | -42.7% |
| 3Y | +1.7% | -33.9% | +35.6% | +9.4% |
| 5Y | -39.6% | -67.0% | +27.4% | -15.5% |
| All | +395.4% | -59.1% | +454.4% | +417.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling