+398.6%
ZS vs BR
+81.3%
+317.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | -3.1% | -3.0% | -0.1% | -0.9% |
| 30D | -7.2% | -0.3% | -6.9% | -7.0% |
| 3M | +30.5% | +17.3% | +13.2% | +15.4% |
| 6M | +7.0% | -6.7% | +13.7% | +12.5% |
| YTD | -26.8% | -23.4% | -3.4% | -11.8% |
| 1Y | -42.6% | -32.7% | -9.9% | -24.3% |
| 3Y | -0.3% | -5.9% | +5.6% | +1.0% |
| 5Y | -39.2% | +8.4% | -47.6% | -45.0% |
| All | +398.6% | +81.3% | +317.3% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling