+414.5%
ZS vs ALL
+224.6%
+190.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.2% |
| 7D | -7.8% | 0.0% | -7.9% | -7.8% |
| 30D | +5.0% | -1.5% | +6.5% | +5.3% |
| 3M | +25.5% | +23.6% | +1.9% | +19.9% |
| 6M | +8.7% | +22.3% | -13.6% | +4.1% |
| YTD | -24.5% | +26.5% | -51.0% | -28.4% |
| 1Y | -36.7% | +27.0% | -63.7% | -40.1% |
| 3Y | +7.2% | +149.6% | -142.4% | -12.5% |
| 5Y | -40.9% | +118.1% | -159.0% | -50.7% |
| All | +414.5% | +224.6% | +190.0% | +253.1% |
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