-40.7%
ZS vs A
-16.2%
-24.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.4% |
| 7D | -3.8% | -4.4% | +0.5% | -1.3% |
| 30D | -6.0% | -2.7% | -3.3% | -4.5% |
| 3M | +32.0% | +7.0% | +24.9% | +26.1% |
| 6M | +2.1% | +24.6% | -22.5% | -12.6% |
| YTD | -26.2% | +7.0% | -33.2% | -30.5% |
| 1Y | -41.2% | +15.6% | -56.7% | -47.6% |
| 3Y | +3.3% | +29.9% | -26.6% | -23.6% |
| 5Y | -40.7% | -15.4% | -25.3% | -30.8% |
| All | -40.7% | -16.2% | -24.5% | -30.8% |
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