+414.5%
ZS vs BUD
-17.7%
+432.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -7.8% | +0.3% | -8.1% | -7.9% |
| 30D | +5.0% | -5.7% | +10.7% | +6.2% |
| 3M | +25.5% | +3.1% | +22.4% | +24.5% |
| 6M | +8.7% | +7.9% | +0.8% | +6.0% |
| YTD | -24.5% | +27.3% | -51.8% | -29.5% |
| 1Y | -36.7% | +37.8% | -74.5% | -42.2% |
| 3Y | +7.2% | +49.8% | -42.6% | -5.5% |
| 5Y | -40.9% | +43.8% | -84.8% | -48.3% |
| All | +414.5% | -17.7% | +432.3% | +464.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling