+395.4%
ZS vs ALB
+39.5%
+355.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.8% |
| 7D | -8.1% | -7.6% | -0.4% | -6.2% |
| 30D | -8.4% | -5.6% | -2.8% | -7.2% |
| 3M | +31.1% | -16.8% | +47.9% | +36.6% |
| 6M | +4.4% | -26.3% | +30.7% | +10.1% |
| YTD | -27.3% | -13.2% | -14.1% | -27.8% |
| 1Y | -41.4% | +68.8% | -110.2% | -52.8% |
| 3Y | +1.7% | -30.7% | +32.4% | -1.3% |
| 5Y | -39.6% | -46.3% | +6.7% | -37.0% |
| All | +395.4% | +39.5% | +355.9% | +305.1% |
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