+483.7%
GOOG vs ZS
+504.0%
-20.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.6% |
| 7D | -1.6% | -3.8% | +2.3% | -0.9% |
| 30D | -7.7% | -6.0% | -1.7% | -6.9% |
| 3M | -9.3% | +32.0% | -41.3% | -14.7% |
| 6M | +7.4% | +2.1% | +5.3% | +3.5% |
| YTD | +4.9% | -26.2% | +31.0% | +7.3% |
| 1Y | +37.2% | -41.2% | +78.4% | +46.9% |
| 3Y | +141.6% | +3.3% | +138.3% | +123.1% |
| 5Y | +128.8% | -40.7% | +169.5% | +120.1% |
| All | +483.7% | +504.0% | -20.3% | +265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling