+414.5%
ZS vs BAX
-56.3%
+470.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.7% |
| 7D | -7.8% | -1.1% | -6.7% | -7.6% |
| 30D | +5.0% | -5.5% | +10.5% | +6.3% |
| 3M | +25.5% | +33.5% | -8.0% | +16.8% |
| 6M | +8.7% | +35.9% | -27.2% | +0.1% |
| YTD | -24.5% | +35.4% | -59.9% | -31.3% |
| 1Y | -36.7% | +9.8% | -46.5% | -39.4% |
| 3Y | +7.2% | -32.7% | +39.9% | +15.7% |
| 5Y | -40.9% | -65.6% | +24.6% | -17.8% |
| All | +414.5% | -56.3% | +470.8% | +429.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling