-42.2%
ZS vs BUD
+51.3%
-93.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -13.4% | +6.0% | -19.4% | -14.3% |
| 30D | -16.6% | +11.3% | -27.9% | -18.4% |
| 3M | +10.3% | +3.6% | +6.8% | +9.4% |
| 6M | +28.1% | +7.7% | +20.4% | +25.5% |
| YTD | -13.3% | +36.4% | -49.7% | -21.5% |
| 1Y | -40.7% | +37.8% | -78.6% | -46.5% |
| 3Y | +11.4% | +51.2% | -39.9% | -5.1% |
| 5Y | -42.2% | +53.4% | -95.6% | -55.5% |
| All | -42.2% | +51.3% | -93.4% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling