-40.7%
ZS vs BB
-25.5%
-15.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.2% |
| 7D | -3.8% | +1.8% | -5.7% | -4.6% |
| 30D | -6.0% | -12.2% | +6.2% | -1.2% |
| 3M | +32.0% | -12.3% | +44.3% | +35.0% |
| 6M | +2.1% | +122.7% | -120.6% | -31.2% |
| YTD | -26.2% | +104.5% | -130.6% | -48.2% |
| 1Y | -41.2% | +106.7% | -147.8% | -59.6% |
| 3Y | +3.3% | +70.0% | -66.6% | -31.3% |
| 5Y | -40.7% | -27.8% | -13.0% | -42.6% |
| All | -40.7% | -25.5% | -15.2% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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