-18.1%
ZS vs AS
+137.8%
-155.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.2% | -1.7% |
| 7D | -13.4% | +4.5% | -17.9% | -14.1% |
| 30D | -16.6% | +13.2% | -29.8% | -18.9% |
| 3M | +10.3% | -11.9% | +22.2% | +13.2% |
| 6M | +28.1% | -11.6% | +39.7% | +31.0% |
| YTD | -13.3% | -14.7% | +1.4% | -11.3% |
| 1Y | -40.7% | +5.7% | -46.4% | -42.7% |
| All | -18.1% | +137.8% | -155.9% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling