+20.5%
ADP vs ZS
-31.8%
+52.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +6.4% | -12.3% | +18.6% | +8.4% |
| 30D | +16.6% | +11.2% | +5.4% | +14.1% |
| 3M | +12.9% | +37.5% | -24.6% | +5.7% |
| 6M | +45.7% | +57.8% | -12.2% | +28.3% |
| YTD | +20.6% | -0.2% | +20.9% | +11.2% |
| 1Y | +20.5% | -31.6% | +52.1% | +15.6% |
| All | +20.5% | -31.8% | +52.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling