+483.2%
ZS vs BLDR
+190.6%
+292.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -2.6% | -3.0% | +0.3% | -2.0% |
| 30D | -12.8% | +20.1% | -32.9% | -17.4% |
| 3M | +2.3% | -17.5% | +19.8% | +6.1% |
| 6M | +26.3% | -16.1% | +42.4% | +27.9% |
| YTD | -14.4% | -41.0% | +26.6% | -6.4% |
| 1Y | -37.6% | -41.6% | +4.0% | -31.9% |
| 3Y | +8.0% | -50.8% | +58.8% | +16.9% |
| 5Y | -44.9% | -10.8% | -34.1% | -50.9% |
| All | +483.2% | +190.6% | +292.6% | +318.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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