+390.7%
ZS vs ACWI
+155.5%
+235.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.0% |
| 7D | -9.2% | +1.1% | -10.3% | -10.4% |
| 30D | -4.0% | -0.2% | -3.8% | -3.6% |
| 3M | +25.3% | +4.7% | +20.6% | +17.9% |
| 6M | -1.3% | +14.5% | -15.8% | -18.1% |
| YTD | -28.0% | +14.6% | -42.6% | -40.4% |
| 1Y | -42.5% | +21.4% | -63.9% | -55.9% |
| 3Y | +0.7% | +77.6% | -76.9% | -52.1% |
| 5Y | -42.3% | +68.1% | -110.4% | -69.5% |
| All | +390.7% | +155.5% | +235.2% | +79.8% |
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