-1.5%
ZS vs ADVB
-97.4%
+95.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.7% |
| 7D | -11.1% | -1.2% | -9.9% | -11.1% |
| 30D | -14.8% | -61.4% | +46.6% | -15.2% |
| 3M | +18.0% | -67.8% | +85.8% | +17.4% |
| 6M | +30.8% | -66.9% | +97.7% | +27.9% |
| YTD | -11.5% | -64.9% | +53.4% | -14.2% |
| 1Y | -37.8% | -74.8% | +37.0% | -39.4% |
| All | -1.5% | -97.4% | +95.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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