-37.6%
ZS vs ALB
-15.8%
-21.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | -2.6% | -5.8% | +3.1% | -2.5% |
| 30D | -12.8% | -4.5% | -8.3% | -12.7% |
| 3M | +2.3% | -28.1% | +30.4% | +3.1% |
| 6M | +26.3% | -53.2% | +79.4% | +27.5% |
| YTD | -14.4% | -33.3% | +18.9% | -19.7% |
| 1Y | -37.6% | -17.4% | -20.2% | -45.2% |
| All | -37.6% | -15.8% | -21.8% | -45.2% |
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 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