+60.2%
ZS vs ACI
+25.9%
+34.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.5% |
| 7D | -7.8% | +0.2% | -8.0% | -7.8% |
| 30D | +5.0% | +5.9% | -0.9% | +4.6% |
| 3M | +25.5% | -19.8% | +45.3% | +26.7% |
| 6M | +8.7% | -24.7% | +33.4% | +10.1% |
| YTD | -24.5% | -24.4% | -0.1% | -23.7% |
| 1Y | -36.7% | -31.5% | -5.2% | -35.6% |
| 3Y | +7.2% | -38.7% | +45.9% | +9.7% |
| 5Y | -40.9% | -42.8% | +1.9% | -40.2% |
| All | +60.2% | +25.9% | +34.3% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling