+390.7%
ZS vs BNS
+128.0%
+262.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.3% |
| 7D | -9.2% | +1.8% | -11.0% | -9.7% |
| 30D | -4.0% | +4.5% | -8.5% | -5.4% |
| 3M | +25.3% | +15.8% | +9.5% | +19.2% |
| 6M | -1.3% | +31.5% | -32.8% | -10.4% |
| YTD | -28.0% | +28.6% | -56.6% | -34.2% |
| 1Y | -42.5% | +48.2% | -90.7% | -50.0% |
| 3Y | +0.7% | +130.8% | -130.1% | -25.3% |
| 5Y | -42.3% | +94.9% | -137.2% | -54.8% |
| All | +390.7% | +128.0% | +262.7% | +298.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling