-43.6%
ZS vs ALC
-10.7%
-32.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -11.1% | +2.1% | -13.1% | -12.3% |
| 30D | -14.8% | +17.2% | -32.0% | -23.2% |
| 3M | +18.0% | +4.6% | +13.4% | +14.3% |
| 6M | +30.8% | +20.1% | +10.7% | +16.2% |
| YTD | -11.5% | -4.2% | -7.3% | -11.1% |
| 1Y | -37.8% | +2.1% | -39.9% | -40.4% |
| 3Y | +16.6% | +4.5% | +12.1% | -1.8% |
| 5Y | -43.6% | -12.3% | -31.2% | -40.7% |
| All | -43.6% | -10.7% | -32.9% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling