-38.6%
ZS vs AU
+686.2%
-724.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -3.1% | -4.3% | +1.2% | -2.6% |
| 30D | -7.2% | +7.3% | -14.5% | -8.0% |
| 3M | +30.5% | +26.3% | +4.1% | +26.8% |
| 6M | +7.0% | +1.8% | +5.2% | +5.7% |
| YTD | -26.8% | +26.8% | -53.7% | -30.7% |
| 1Y | -42.6% | +66.7% | -109.3% | -48.3% |
| 3Y | -0.3% | +579.1% | -579.4% | -30.0% |
| All | -38.6% | +686.2% | -724.8% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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