-42.3%
ZS vs ACI
-44.9%
+2.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.4% | -4.3% |
| 7D | -9.2% | -2.6% | -6.6% | -9.0% |
| 30D | -4.0% | +1.1% | -5.1% | -4.1% |
| 3M | +25.3% | -23.6% | +48.9% | +27.8% |
| 6M | -1.3% | -29.9% | +28.7% | +1.4% |
| YTD | -28.0% | -26.9% | -1.1% | -26.5% |
| 1Y | -42.5% | -34.2% | -8.2% | -40.5% |
| 3Y | +0.7% | -43.6% | +44.4% | +5.9% |
| 5Y | -42.3% | -42.4% | +0.1% | -43.0% |
| All | -42.3% | -44.9% | +2.6% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling