-44.6%
ZS vs BB
-14.0%
-30.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.9% |
| 7D | -5.2% | +9.0% | -14.2% | -8.6% |
| 30D | -15.5% | +7.7% | -23.2% | -18.5% |
| 3M | +9.0% | +4.0% | +5.0% | +6.3% |
| 6M | +32.2% | +46.6% | -14.4% | +7.0% |
| YTD | -14.1% | +140.6% | -154.7% | -44.6% |
| 1Y | -39.1% | +103.1% | -142.2% | -58.1% |
| 3Y | +10.4% | +150.5% | -140.2% | -39.9% |
| 5Y | -44.6% | -15.4% | -29.2% | -34.2% |
| All | -44.6% | -14.0% | -30.6% | -34.2% |
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