+490.7%
ZS vs ALL
+226.5%
+264.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.6% |
| 7D | -13.4% | -0.1% | -13.3% | -13.4% |
| 30D | -16.6% | +13.8% | -30.4% | -18.9% |
| 3M | +10.3% | -2.8% | +13.1% | +10.8% |
| 6M | +28.1% | +23.7% | +4.5% | +22.4% |
| YTD | -13.3% | +27.3% | -40.6% | -18.0% |
| 1Y | -40.7% | +30.5% | -71.3% | -44.3% |
| 3Y | +11.4% | +113.0% | -101.6% | -6.1% |
| 5Y | -42.2% | +157.6% | -199.7% | -53.3% |
| All | +490.7% | +226.5% | +264.1% | +304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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