+499.0%
ZS vs AR
+77.8%
+421.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -3.0% |
| 7D | -16.9% | -14.3% | -2.6% | -15.8% |
| 30D | -7.4% | +1.4% | -8.9% | -7.6% |
| 3M | +21.6% | +3.4% | +18.2% | +21.1% |
| 6M | +42.4% | -2.1% | +44.4% | +42.5% |
| YTD | -12.1% | +4.7% | -16.8% | -12.7% |
| 1Y | -37.8% | +10.6% | -48.4% | -38.6% |
| 3Y | +20.9% | +24.6% | -3.7% | +17.9% |
| 5Y | -41.6% | +71.9% | -113.5% | -43.9% |
| All | +499.0% | +77.8% | +421.1% | +780.2% |
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