+414.5%
ZS vs BN
+206.5%
+208.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -7.8% | -2.5% | -5.4% | -6.6% |
| 30D | +5.0% | -9.5% | +14.5% | +10.7% |
| 3M | +25.5% | -10.4% | +35.9% | +32.8% |
| 6M | +8.7% | -6.4% | +15.1% | +11.2% |
| YTD | -24.5% | -11.9% | -12.6% | -20.1% |
| 1Y | -36.7% | -8.6% | -28.1% | -34.5% |
| 3Y | +7.2% | +77.6% | -70.3% | -23.1% |
| 5Y | -40.9% | +37.0% | -78.0% | -52.2% |
| All | +414.5% | +206.5% | +208.0% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling