+11.9%
COST vs ZS
-31.8%
+43.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | +6.6% | -12.3% | +18.9% | +6.3% |
| 30D | +13.5% | +11.2% | +2.3% | +13.7% |
| 3M | +10.6% | +37.5% | -26.9% | +11.2% |
| 6M | +3.6% | +57.8% | -54.2% | +5.2% |
| YTD | +22.1% | -0.2% | +22.3% | +19.5% |
| 1Y | +11.9% | -31.6% | +43.5% | +5.5% |
| All | +11.9% | -31.8% | +43.7% | +5.5% |
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