+0.7%
ZS vs ALC
-15.5%
+16.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.7% | -4.0% |
| 7D | -9.2% | -3.7% | -5.5% | -8.1% |
| 30D | -4.0% | -3.7% | -0.2% | -2.8% |
| 3M | +25.3% | +4.6% | +20.7% | +23.3% |
| 6M | -1.3% | -14.6% | +13.3% | +3.3% |
| YTD | -28.0% | -11.9% | -16.1% | -25.7% |
| 1Y | -42.5% | -13.1% | -29.3% | -40.4% |
| 3Y | +0.7% | -15.0% | +15.7% | +9.5% |
| All | +0.7% | -15.5% | +16.2% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling