+0.7%
ZS vs ALB
-27.5%
+28.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -5.0% |
| 7D | -9.2% | -4.4% | -4.8% | -8.7% |
| 30D | -4.0% | -1.2% | -2.8% | -3.9% |
| 3M | +25.3% | -13.3% | +38.6% | +27.4% |
| 6M | -1.3% | -19.8% | +18.5% | +0.2% |
| YTD | -28.0% | -7.9% | -20.1% | -29.2% |
| 1Y | -42.5% | +60.2% | -102.6% | -49.3% |
| 3Y | +0.7% | -26.4% | +27.2% | +1.2% |
| All | +0.7% | -27.5% | +28.2% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling