-1.0%
ZS vs BNS
+129.0%
-129.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -8.1% | -2.2% | -5.9% | -7.5% |
| 30D | -8.4% | +4.5% | -12.9% | -9.5% |
| 3M | +31.1% | +14.9% | +16.2% | +25.5% |
| 6M | +4.4% | +32.5% | -28.1% | -6.0% |
| YTD | -27.3% | +28.6% | -55.9% | -33.7% |
| 1Y | -41.4% | +48.4% | -89.7% | -50.3% |
| All | -1.0% | +129.0% | -129.9% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling