-17.3%
META vs ZS
-37.1%
+19.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.1% |
| 7D | +6.7% | -7.8% | +14.5% | +6.8% |
| 30D | +4.8% | +5.0% | -0.3% | +4.6% |
| 3M | -1.6% | +25.5% | -27.2% | -2.1% |
| 6M | -7.5% | +8.7% | -16.2% | -9.3% |
| YTD | -6.4% | -24.5% | +18.1% | -6.6% |
| 1Y | -17.3% | -36.7% | +19.4% | -14.0% |
| All | -17.3% | -37.1% | +19.7% | -14.0% |
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