+84.7%
META vs ZS
-44.3%
+129.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +3.1% | -5.2% | +8.3% | +4.5% |
| 30D | -18.2% | -15.5% | -2.7% | -14.9% |
| 3M | +7.8% | +9.0% | -1.1% | +3.6% |
| 6M | +3.6% | +32.2% | -28.6% | -9.8% |
| YTD | -5.3% | -14.1% | +8.8% | -7.2% |
| 1Y | +2.7% | -39.1% | +41.8% | +12.8% |
| 3Y | +91.5% | +10.4% | +81.1% | +64.1% |
| 5Y | +84.7% | -44.6% | +129.3% | +71.7% |
| All | +84.7% | -44.3% | +129.0% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling