+483.2%
ZS vs BAX
-56.3%
+539.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -12.8% | +4.1% | -16.9% | -13.7% |
| 3M | +2.3% | -4.5% | +6.8% | +3.1% |
| 6M | +26.3% | +49.2% | -23.0% | +14.1% |
| YTD | -14.4% | +35.2% | -49.7% | -22.3% |
| 1Y | -37.6% | +38.3% | -75.9% | -43.8% |
| 3Y | +8.0% | -19.0% | +27.1% | +9.2% |
| 5Y | -44.9% | -64.2% | +19.3% | -24.6% |
| All | +483.2% | -56.3% | +539.5% | +499.8% |
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