+414.5%
ZS vs BB
-41.9%
+456.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -7.8% | -5.6% | -2.2% | -6.4% |
| 30D | +5.0% | -11.8% | +16.8% | +8.4% |
| 3M | +25.5% | -25.5% | +51.1% | +33.1% |
| 6M | +8.7% | +121.3% | -112.6% | -14.2% |
| YTD | -24.5% | +103.2% | -127.7% | -38.9% |
| 1Y | -36.7% | +102.6% | -139.3% | -49.1% |
| 3Y | +7.2% | +37.5% | -30.3% | -11.3% |
| 5Y | -40.9% | -30.4% | -10.5% | -46.1% |
| All | +414.5% | -41.9% | +456.5% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling