+390.7%
ZS vs ACGL
+257.3%
+133.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -4.2% |
| 7D | -9.2% | -2.9% | -6.3% | -8.7% |
| 30D | -4.0% | -2.8% | -1.2% | -3.5% |
| 3M | +25.3% | +6.8% | +18.5% | +23.7% |
| 6M | -1.3% | -1.5% | +0.3% | -0.8% |
| YTD | -28.0% | -0.2% | -27.8% | -28.0% |
| 1Y | -42.5% | +5.3% | -47.8% | -43.1% |
| 3Y | +0.7% | +30.3% | -29.5% | -4.6% |
| 5Y | -42.3% | +151.8% | -194.1% | -51.3% |
| All | +390.7% | +257.3% | +133.4% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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