-36.7%
ZS vs BNS
+52.2%
-88.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.8% |
| 7D | -7.8% | +1.5% | -9.4% | -7.4% |
| 30D | +5.0% | +6.0% | -0.9% | +6.7% |
| 3M | +25.5% | +16.3% | +9.2% | +30.5% |
| 6M | +8.7% | +28.8% | -20.1% | +13.8% |
| YTD | -24.5% | +30.0% | -54.5% | -19.9% |
| 1Y | -36.7% | +50.7% | -87.4% | -34.7% |
| All | -36.7% | +52.2% | -88.9% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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