+395.4%
ZS vs BN
+189.4%
+206.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | -8.1% | -5.9% | -2.2% | -5.1% |
| 30D | -8.4% | -15.1% | +6.6% | -0.2% |
| 3M | +31.1% | -14.6% | +45.6% | +42.3% |
| 6M | +4.4% | -8.4% | +12.8% | +8.1% |
| YTD | -27.3% | -16.8% | -10.5% | -20.7% |
| 1Y | -41.4% | -14.4% | -27.0% | -37.2% |
| 3Y | +1.7% | +70.1% | -68.4% | -25.3% |
| 5Y | -39.6% | +33.5% | -73.1% | -50.0% |
| All | +395.4% | +189.4% | +206.0% | +175.5% |
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