-5.6%
COST vs ZS
-41.7%
+36.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.3% |
| 7D | -1.2% | -3.1% | +1.9% | -1.3% |
| 30D | -4.7% | -7.2% | +2.5% | -4.8% |
| 3M | -7.1% | +30.5% | -37.6% | -6.2% |
| 6M | -8.5% | +7.0% | -15.5% | -8.1% |
| YTD | +5.4% | -26.8% | +32.2% | +2.9% |
| 1Y | -5.6% | -42.6% | +37.0% | -9.0% |
| All | -5.6% | -41.7% | +36.0% | -9.0% |
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