-40.0%
ZS vs ACWI
+67.7%
-107.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.4% |
| 7D | -7.8% | +0.5% | -8.3% | -8.6% |
| 30D | +5.0% | +0.9% | +4.2% | +3.7% |
| 3M | +25.5% | +2.4% | +23.1% | +20.1% |
| 6M | +8.7% | +12.4% | -3.7% | -13.1% |
| YTD | -24.5% | +15.2% | -39.7% | -42.4% |
| 1Y | -36.7% | +22.7% | -59.4% | -57.3% |
| 3Y | +7.2% | +75.8% | -68.6% | -64.3% |
| All | -40.0% | +67.7% | -107.6% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling