+485.5%
ZS vs BN
+217.2%
+268.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -15.5% | +13.6% | -29.1% | -21.2% |
| 3M | +9.0% | -6.7% | +15.6% | +12.4% |
| 6M | +32.2% | -9.0% | +41.2% | +37.3% |
| YTD | -14.1% | -8.8% | -5.3% | -11.1% |
| 1Y | -39.1% | -10.6% | -28.4% | -36.4% |
| 3Y | +10.4% | +98.8% | -88.4% | -25.3% |
| 5Y | -44.6% | +33.6% | -78.3% | -55.6% |
| All | +485.5% | +217.2% | +268.3% | +208.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling