-42.3%
ZS vs ALL
+117.0%
-159.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.3% | -4.1% |
| 7D | -9.2% | -1.7% | -7.5% | -8.8% |
| 30D | -4.0% | -4.7% | +0.7% | -3.0% |
| 3M | +25.3% | +18.4% | +6.9% | +20.6% |
| 6M | -1.3% | +20.5% | -21.8% | -5.3% |
| YTD | -28.0% | +23.5% | -51.5% | -31.5% |
| 1Y | -42.5% | +29.0% | -71.5% | -46.0% |
| 3Y | +0.7% | +153.7% | -153.0% | -19.1% |
| 5Y | -42.3% | +114.8% | -157.1% | -47.6% |
| All | -42.3% | +117.0% | -159.3% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling