-48.9%
NKE vs ZS
-41.7%
-7.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.5% |
| 7D | -4.2% | -3.1% | -1.1% | -4.0% |
| 30D | -8.2% | -7.2% | -1.0% | -7.9% |
| 3M | -19.1% | +30.5% | -49.6% | -20.0% |
| 6M | -32.6% | +7.0% | -39.6% | -34.1% |
| YTD | -40.7% | -26.8% | -13.9% | -41.6% |
| 1Y | -48.9% | -42.6% | -6.3% | -49.7% |
| All | -48.9% | -41.7% | -7.2% | -49.7% |
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 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