-1.4%
LOW vs ZS
-31.8%
+30.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.8% | +7.5% |
| 7D | +15.6% | -12.3% | +27.9% | +14.9% |
| 30D | +28.6% | +11.2% | +17.4% | +29.2% |
| 3M | +5.8% | +37.5% | -31.7% | +7.5% |
| 6M | +3.8% | +57.8% | -54.0% | +6.9% |
| YTD | -2.8% | -0.2% | -2.6% | -0.1% |
| 1Y | -1.4% | -31.6% | +30.2% | +1.9% |
| All | -1.4% | -31.8% | +30.4% | +1.9% |
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