-42.6%
INTU vs ZS
-40.8%
-1.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.1% | -2.5% |
| 7D | -8.5% | -3.8% | -4.6% | -7.1% |
| 30D | -6.1% | -6.0% | -0.1% | -4.2% |
| 3M | +7.3% | +32.0% | -24.7% | -4.1% |
| 6M | -33.2% | +2.1% | -35.4% | -36.8% |
| YTD | -52.2% | -26.2% | -26.0% | -49.0% |
| 1Y | -52.7% | -41.2% | -11.5% | -45.5% |
| 3Y | -41.6% | +3.3% | -44.9% | -48.8% |
| 5Y | -42.6% | -40.7% | -1.9% | -44.4% |
| All | -42.6% | -40.8% | -1.9% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling