+0.6%
ZS vs BEN
+53.1%
-52.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.2% |
| 7D | -3.8% | +3.4% | -7.2% | -5.2% |
| 30D | -6.0% | +1.8% | -7.8% | -6.8% |
| 3M | +32.0% | +8.4% | +23.6% | +27.4% |
| 6M | +2.1% | +35.6% | -33.5% | -11.0% |
| YTD | -26.2% | +46.4% | -72.5% | -37.5% |
| 1Y | -41.2% | +46.3% | -87.5% | -50.3% |
| All | +0.6% | +53.1% | -52.4% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling