-31.6%
ZS vs BN
-3.9%
-27.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.3% | -2.0% |
| 7D | -12.3% | +12.0% | -24.2% | -15.5% |
| 30D | +11.2% | +17.0% | -5.8% | +5.4% |
| 3M | +37.5% | -3.2% | +40.7% | +40.2% |
| 6M | +57.8% | -3.9% | +61.7% | +59.9% |
| YTD | -0.2% | -5.6% | +5.4% | +2.7% |
| 1Y | -31.6% | -4.7% | -26.9% | -29.9% |
| All | -31.6% | -3.9% | -27.7% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling