-40.7%
ZS vs BAX
-67.6%
+26.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.8% |
| 7D | -3.8% | -5.1% | +1.3% | -3.2% |
| 30D | -6.0% | -12.2% | +6.2% | -4.5% |
| 3M | +32.0% | +21.8% | +10.2% | +28.5% |
| 6M | +2.1% | +36.3% | -34.2% | -2.3% |
| YTD | -26.2% | +27.8% | -54.0% | -29.4% |
| 1Y | -41.2% | -0.1% | -41.1% | -41.4% |
| 3Y | +3.3% | -33.3% | +36.6% | +9.3% |
| 5Y | -40.7% | -67.1% | +26.4% | -24.7% |
| All | -40.7% | -67.6% | +26.8% | -24.7% |
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