-37.6%
ZS vs BN
-11.7%
-26.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -2.6% | -1.0% | -1.6% | -2.3% |
| 30D | -12.8% | +14.0% | -26.8% | -16.8% |
| 3M | +2.3% | -9.0% | +11.3% | +6.6% |
| 6M | +26.3% | -8.8% | +35.1% | +30.5% |
| YTD | -14.4% | -10.3% | -4.2% | -10.4% |
| 1Y | -37.6% | -5.8% | -31.8% | -35.4% |
| All | -37.6% | -11.7% | -26.0% | -35.4% |
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