+503.2%
ZS vs ALL
+217.4%
+285.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -11.1% | -3.9% | -7.2% | -10.3% |
| 30D | -14.8% | +10.6% | -25.5% | -16.7% |
| 3M | +18.0% | -4.6% | +22.6% | +18.9% |
| 6M | +30.8% | +20.2% | +10.6% | +25.7% |
| YTD | -11.5% | +23.7% | -35.2% | -15.8% |
| 1Y | -37.8% | +27.9% | -65.7% | -41.3% |
| 3Y | +16.6% | +109.2% | -92.6% | -1.3% |
| 5Y | -43.6% | +148.0% | -191.5% | -54.1% |
| All | +503.2% | +217.4% | +285.8% | +315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling