+16.1%
ADP vs ZS
+1.4%
+14.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.9% |
| 7D | -2.8% | -3.1% | +0.3% | -2.3% |
| 30D | +0.2% | -7.2% | +7.4% | +1.2% |
| 3M | +20.5% | +30.5% | -10.0% | +15.2% |
| 6M | +28.8% | +7.0% | +21.8% | +24.1% |
| YTD | +6.6% | -26.8% | +33.5% | +7.7% |
| 1Y | -6.9% | -42.6% | +35.7% | -3.2% |
| 3Y | +16.1% | -0.3% | +16.4% | +1.1% |
| All | +16.1% | +1.4% | +14.7% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling