-36.7%
QXO vs ZS
+498.3%
-535.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | -7.8% | -3.1% | -4.7% | -7.5% |
| 30D | -18.1% | -7.2% | -10.9% | -17.5% |
| 3M | -25.8% | +30.5% | -56.2% | -28.2% |
| 6M | -41.7% | +7.0% | -48.7% | -43.4% |
| YTD | -36.2% | -26.8% | -9.3% | -35.1% |
| 1Y | -42.1% | -42.6% | +0.5% | -39.3% |
| 3Y | -46.2% | -0.3% | -45.8% | -47.3% |
| 5Y | -70.7% | -39.2% | -31.5% | -70.7% |
| All | -36.7% | +498.3% | -535.0% | -48.8% |
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