+390.7%
ZS vs AR
+92.6%
+298.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.6% |
| 7D | -9.2% | -1.8% | -7.4% | -9.1% |
| 30D | -4.0% | +12.6% | -16.6% | -4.9% |
| 3M | +25.3% | +10.0% | +15.3% | +24.2% |
| 6M | -1.3% | +0.6% | -1.9% | -1.5% |
| YTD | -28.0% | +13.4% | -41.4% | -28.9% |
| 1Y | -42.5% | +21.7% | -64.2% | -43.6% |
| 3Y | +0.7% | +45.8% | -45.1% | -2.9% |
| 5Y | -42.3% | +144.3% | -186.6% | -45.3% |
| All | +390.7% | +92.6% | +298.1% | +616.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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