+0.6%
ZS vs BN
+71.3%
-70.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.6% |
| 7D | -3.8% | -3.0% | -0.8% | -2.2% |
| 30D | -6.0% | -13.0% | +7.0% | +1.5% |
| 3M | +32.0% | -15.2% | +47.2% | +44.4% |
| 6M | +2.1% | -5.9% | +8.1% | +4.0% |
| YTD | -26.2% | -15.8% | -10.4% | -19.6% |
| 1Y | -41.2% | -12.2% | -29.0% | -37.8% |
| All | +0.6% | +71.3% | -70.7% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling