-43.6%
ZS vs A
+14.4%
-58.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -13.7% | -0.1% | -13.5% | -13.5% |
| 30D | -14.2% | +3.3% | -17.4% | -15.7% |
| 3M | +8.5% | +18.5% | -10.0% | -2.0% |
| 6M | +30.2% | +59.3% | -29.1% | -3.5% |
| YTD | -13.8% | +31.0% | -44.9% | -28.1% |
| 1Y | -41.5% | +19.3% | -60.8% | -48.0% |
| 3Y | +10.7% | +66.8% | -56.1% | -30.3% |
| 5Y | -43.6% | +15.5% | -59.1% | -46.7% |
| All | -43.6% | +14.4% | -58.0% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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