-31.6%
ZS vs ACI
-18.4%
-13.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.5% |
| 7D | -12.3% | +4.5% | -16.7% | -12.5% |
| 30D | +11.2% | +20.9% | -9.6% | +9.4% |
| 3M | +37.5% | +15.2% | +22.3% | +36.0% |
| 6M | +57.8% | -13.3% | +71.2% | +51.4% |
| YTD | -0.2% | -16.2% | +16.0% | -4.1% |
| 1Y | -31.6% | -16.9% | -14.8% | -34.8% |
| All | -31.6% | -18.4% | -13.2% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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