+395.4%
ZS vs ALL
+214.9%
+180.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -8.1% | -4.3% | -3.8% | -7.2% |
| 30D | -8.4% | -3.6% | -4.9% | -7.7% |
| 3M | +31.1% | +13.2% | +17.9% | +27.6% |
| 6M | +4.4% | +22.5% | -18.1% | 0.0% |
| YTD | -27.3% | +22.7% | -50.0% | -30.6% |
| 1Y | -41.4% | +28.3% | -69.7% | -44.7% |
| 3Y | +1.7% | +152.0% | -150.4% | -17.1% |
| 5Y | -39.6% | +115.4% | -155.0% | -49.5% |
| All | +395.4% | +214.9% | +180.5% | +242.2% |
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