+490.7%
ZS vs AR
+85.5%
+405.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -1.7% |
| 7D | -13.4% | -5.8% | -7.6% | -13.0% |
| 30D | -16.6% | +4.8% | -21.4% | -16.9% |
| 3M | +10.3% | +1.5% | +8.8% | +10.1% |
| 6M | +28.1% | +4.7% | +23.4% | +27.6% |
| YTD | -13.3% | +9.2% | -22.5% | -14.2% |
| 1Y | -40.7% | +11.2% | -51.9% | -41.5% |
| 3Y | +11.4% | +46.2% | -34.9% | +7.4% |
| 5Y | -42.2% | +98.1% | -140.2% | -44.8% |
| All | +490.7% | +85.5% | +405.2% | +764.9% |
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