+33.3%
JCI vs ZS
-42.5%
+75.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.6% |
| 7D | +0.4% | -8.1% | +8.5% | -0.2% |
| 30D | -7.7% | -8.4% | +0.7% | -8.2% |
| 3M | +2.8% | +31.1% | -28.3% | +5.2% |
| 6M | +7.2% | +4.4% | +2.9% | +11.2% |
| YTD | +20.0% | -27.3% | +47.3% | +25.3% |
| 1Y | +33.3% | -41.4% | +74.6% | +38.6% |
| All | +33.3% | -42.5% | +75.8% | +38.6% |
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