+490.7%
ZS vs ALB
+8.8%
+481.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.2% | -1.0% |
| 7D | -13.4% | +5.3% | -18.7% | -14.7% |
| 30D | -16.6% | -6.3% | -10.3% | -15.4% |
| 3M | +10.3% | -27.4% | +37.7% | +19.0% |
| 6M | +28.1% | -53.1% | +81.2% | +53.2% |
| YTD | -13.3% | -32.3% | +19.0% | -8.7% |
| 1Y | -40.7% | -7.3% | -33.4% | -43.3% |
| 3Y | +11.4% | -14.9% | +26.3% | -1.9% |
| 5Y | -42.2% | -62.0% | +19.8% | -34.5% |
| All | +490.7% | +8.8% | +481.8% | +412.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling