-31.6%
ZS vs BEN
+56.2%
-87.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -1.3% |
| 7D | -12.3% | +6.7% | -19.0% | -13.6% |
| 30D | +11.2% | +3.0% | +8.2% | +10.4% |
| 3M | +37.5% | -4.3% | +41.9% | +39.6% |
| 6M | +57.8% | +16.4% | +41.5% | +48.5% |
| YTD | -0.2% | +46.8% | -47.0% | -11.6% |
| 1Y | -31.6% | +57.3% | -89.0% | -39.8% |
| All | -31.6% | +56.2% | -87.9% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling