-19.1%
ZS vs BIYA
-99.8%
+80.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -3.8% | +2.7% | -6.6% | -3.9% |
| 30D | -6.0% | -16.7% | +10.7% | -5.6% |
| 3M | +32.0% | -74.6% | +106.6% | +32.2% |
| 6M | +2.1% | -85.4% | +87.5% | +1.5% |
| YTD | -26.2% | -94.2% | +68.0% | -25.8% |
| 1Y | -41.2% | -98.6% | +57.4% | -39.9% |
| All | -19.1% | -99.8% | +80.7% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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