+155.8%
ZS vs ALC
+20.4%
+135.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.1% |
| 7D | -3.8% | -5.3% | +1.4% | -1.2% |
| 30D | -6.0% | -7.1% | +1.1% | -2.5% |
| 3M | +32.0% | +0.8% | +31.2% | +31.0% |
| 6M | +2.1% | -16.0% | +18.1% | +10.3% |
| YTD | -26.2% | -12.7% | -13.4% | -22.0% |
| 1Y | -41.2% | -12.8% | -28.3% | -38.0% |
| 3Y | +3.3% | -15.8% | +19.2% | +7.0% |
| 5Y | -40.7% | -16.7% | -24.1% | -39.5% |
| All | +155.8% | +20.4% | +135.4% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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