+395.4%
ZS vs AU
+1,252.2%
-856.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.3% |
| 7D | -8.1% | -7.0% | -1.1% | -7.6% |
| 30D | -8.4% | +7.3% | -15.7% | -8.9% |
| 3M | +31.1% | +33.2% | -2.1% | +28.5% |
| 6M | +4.4% | -0.6% | +5.0% | +3.8% |
| YTD | -27.3% | +26.2% | -53.5% | -29.4% |
| 1Y | -41.4% | +68.3% | -109.6% | -44.5% |
| 3Y | +1.7% | +592.1% | -590.4% | -14.0% |
| 5Y | -39.6% | +685.3% | -724.8% | -49.6% |
| All | +395.4% | +1,252.2% | -856.8% | +393.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling