+232.8%
META vs ZS
+618.8%
-386.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.6% |
| 7D | -0.8% | -16.9% | +16.1% | +3.6% |
| 30D | -15.4% | -7.4% | -8.0% | -14.3% |
| 3M | +3.5% | +21.6% | -18.0% | -2.6% |
| 6M | -0.3% | +42.4% | -42.7% | -13.1% |
| YTD | -7.3% | -12.1% | +4.8% | -9.8% |
| 1Y | -1.1% | -37.8% | +36.7% | +5.4% |
| 3Y | +95.1% | +20.9% | +74.1% | +69.0% |
| 5Y | +80.6% | -41.6% | +122.2% | +72.6% |
| All | +232.8% | +618.8% | -386.0% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling