+20.7%
XYZ vs ZS
-31.8%
+52.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.3% | +15.6% | +15.3% |
| 7D | +16.5% | -12.3% | +28.8% | +18.0% |
| 30D | +15.0% | +11.2% | +3.7% | +13.3% |
| 3M | +3.5% | +37.5% | -34.0% | -0.6% |
| 6M | +21.9% | +57.8% | -36.0% | +11.8% |
| YTD | +34.6% | -0.2% | +34.8% | +34.5% |
| 1Y | +20.7% | -31.6% | +52.4% | +22.3% |
| All | +20.7% | -31.8% | +52.6% | +22.3% |
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