+503.2%
ZS vs ACWI
+147.9%
+355.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -2.7% |
| 7D | -11.1% | +0.3% | -11.4% | -11.3% |
| 30D | -14.8% | -2.8% | -12.0% | -11.4% |
| 3M | +18.0% | -3.2% | +21.2% | +23.1% |
| 6M | +30.8% | +1.3% | +29.6% | +28.5% |
| YTD | -11.5% | +11.2% | -22.7% | -23.9% |
| 1Y | -37.8% | +13.8% | -51.6% | -48.1% |
| 3Y | +16.6% | +76.2% | -59.6% | -44.1% |
| 5Y | -43.6% | +59.5% | -103.0% | -68.4% |
| All | +503.2% | +147.9% | +355.2% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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