-37.6%
ZS vs BAX
+38.8%
-76.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -12.8% | +4.1% | -16.9% | -12.6% |
| 3M | +2.3% | -4.5% | +6.8% | +2.1% |
| 6M | +26.3% | +49.2% | -23.0% | +30.8% |
| YTD | -14.4% | +35.2% | -49.7% | -12.5% |
| 1Y | -37.6% | +38.3% | -75.9% | -36.1% |
| All | -37.6% | +38.8% | -76.4% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling