-4.4%
ZS vs ADVB
-95.9%
+91.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +42.7% | -43.0% | -0.2% |
| 7D | -5.2% | +74.2% | -79.4% | -5.2% |
| 30D | -15.5% | -35.9% | +20.4% | -15.8% |
| 3M | +9.0% | -56.4% | +65.4% | +8.4% |
| 6M | +32.2% | -36.7% | +68.9% | +29.1% |
| YTD | -14.1% | -43.3% | +29.2% | -16.6% |
| 1Y | -39.1% | -63.4% | +24.3% | -40.5% |
| All | -4.4% | -95.9% | +91.4% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling