-42.3%
ZS vs BUD
+45.2%
-87.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.5% |
| 7D | -9.2% | +0.8% | -10.0% | -9.3% |
| 30D | -4.0% | -4.8% | +0.8% | -3.2% |
| 3M | +25.3% | +1.4% | +23.9% | +24.7% |
| 6M | -1.3% | +9.9% | -11.2% | -4.3% |
| YTD | -28.0% | +26.3% | -54.3% | -33.5% |
| 1Y | -42.5% | +36.1% | -78.6% | -48.2% |
| 3Y | +0.7% | +48.6% | -47.9% | -14.5% |
| 5Y | -42.3% | +45.0% | -87.3% | -54.7% |
| All | -42.3% | +45.2% | -87.5% | -54.7% |
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