-40.0%
ZS vs AR
+143.7%
-183.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.4% |
| 7D | -7.8% | +2.5% | -10.3% | -8.3% |
| 30D | +5.0% | +14.8% | -9.8% | +2.1% |
| 3M | +25.5% | +6.2% | +19.3% | +23.7% |
| 6M | +8.7% | +4.3% | +4.4% | +7.4% |
| YTD | -24.5% | +14.4% | -38.9% | -27.0% |
| 1Y | -36.7% | +21.3% | -58.0% | -39.8% |
| 3Y | +7.2% | +39.8% | -32.6% | -2.6% |
| All | -40.0% | +143.7% | -183.7% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling