-12.7%
JBLU vs ZS
-31.8%
+19.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.3% | +12.2% | +11.9% |
| 7D | +24.9% | -12.3% | +37.2% | +24.7% |
| 30D | -12.3% | +11.2% | -23.5% | -12.4% |
| 3M | -44.5% | +37.5% | -82.0% | -44.4% |
| 6M | -25.7% | +57.8% | -83.5% | -26.5% |
| YTD | -21.8% | -0.2% | -21.5% | -22.8% |
| 1Y | -12.7% | -31.6% | +18.9% | -13.1% |
| All | -12.7% | -31.8% | +19.1% | -13.1% |
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 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