-37.6%
ZS vs ALL
+30.2%
-67.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -2.6% | +5.0% | -7.7% | -2.9% |
| 30D | -12.8% | +13.3% | -26.2% | -13.5% |
| 3M | +2.3% | +3.2% | -0.9% | +2.9% |
| 6M | +26.3% | +25.3% | +0.9% | +25.6% |
| YTD | -14.4% | +30.5% | -44.9% | -13.4% |
| 1Y | -37.6% | +29.2% | -66.8% | -37.3% |
| All | -37.6% | +30.2% | -67.8% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling