+398.6%
ZS vs BBY
+81.6%
+317.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.4% | -0.5% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | -7.2% | +9.4% | -16.6% | -10.9% |
| 3M | +30.5% | +19.3% | +11.1% | +20.8% |
| 6M | +7.0% | +47.9% | -40.9% | -10.3% |
| YTD | -26.8% | +39.6% | -66.4% | -37.5% |
| 1Y | -42.6% | +22.2% | -64.8% | -48.5% |
| 3Y | -0.3% | +45.0% | -45.3% | -21.4% |
| 5Y | -39.2% | +2.6% | -41.8% | -46.1% |
| All | +398.6% | +81.6% | +317.0% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling