-42.6%
ZS vs BAX
-0.4%
-42.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | -3.1% | -7.9% | +4.8% | -3.5% |
| 30D | -7.2% | -11.7% | +4.4% | -7.7% |
| 3M | +30.5% | +16.2% | +14.3% | +32.2% |
| 6M | +7.0% | +32.0% | -25.0% | +9.3% |
| YTD | -26.8% | +24.7% | -51.6% | -25.6% |
| 1Y | -42.6% | -2.6% | -40.0% | -39.3% |
| All | -42.6% | -0.4% | -42.2% | -39.3% |
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