-31.6%
ZS vs ALB
+4.7%
-36.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -0.4% |
| 7D | -12.3% | -2.1% | -10.2% | -12.2% |
| 30D | +11.2% | -9.0% | +20.2% | +11.4% |
| 3M | +37.5% | -21.1% | +58.6% | +38.2% |
| 6M | +57.8% | -49.9% | +107.7% | +58.4% |
| YTD | -0.2% | -32.3% | +32.1% | -5.8% |
| 1Y | -31.6% | +8.6% | -40.2% | -43.5% |
| All | -31.6% | +4.7% | -36.4% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling