-44.6%
ZS vs BAX
-64.3%
+19.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | -15.5% | +3.4% | -18.9% | -15.9% |
| 3M | +9.0% | -4.5% | +13.4% | +9.5% |
| 6M | +32.2% | +44.0% | -11.8% | +25.7% |
| YTD | -14.1% | +34.9% | -49.0% | -18.6% |
| 1Y | -39.1% | +37.9% | -77.0% | -42.6% |
| 3Y | +10.4% | -17.1% | +27.5% | +11.9% |
| 5Y | -44.6% | -64.3% | +19.6% | -29.6% |
| All | -44.6% | -64.3% | +19.7% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling