-16.4%
ZS vs AS
+142.2%
-158.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.1% |
| 7D | -11.1% | +5.8% | -16.9% | -12.1% |
| 30D | -14.8% | +15.4% | -30.2% | -17.5% |
| 3M | +18.0% | -11.9% | +29.9% | +21.1% |
| 6M | +30.8% | -9.9% | +40.7% | +33.3% |
| YTD | -11.5% | -13.1% | +1.6% | -9.7% |
| 1Y | -37.8% | +9.9% | -47.7% | -40.4% |
| All | -16.4% | +142.2% | -158.6% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling