+403.3%
ZS vs ARWR
+1,009.1%
-605.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.1% |
| 7D | -3.8% | -3.2% | -0.6% | -3.3% |
| 30D | -6.0% | -6.5% | +0.5% | -4.9% |
| 3M | +32.0% | +12.7% | +19.3% | +27.9% |
| 6M | +2.1% | +36.2% | -34.1% | -5.5% |
| YTD | -26.2% | +24.5% | -50.6% | -30.8% |
| 1Y | -41.2% | +198.0% | -239.1% | -55.1% |
| 3Y | +3.3% | +176.4% | -173.0% | -28.0% |
| 5Y | -40.7% | +26.6% | -67.3% | -53.0% |
| All | +403.3% | +1,009.1% | -605.8% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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