-31.6%
ZS vs BG
+7.2%
-38.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | +0.2% |
| 7D | -12.3% | -3.8% | -8.5% | -13.1% |
| 30D | +11.2% | -9.6% | +20.8% | +8.5% |
| 3M | +37.5% | -8.5% | +46.0% | +33.5% |
| 6M | +57.8% | -23.0% | +80.9% | +50.1% |
| YTD | -0.2% | +10.9% | -11.1% | +2.5% |
| 1Y | -31.6% | +6.0% | -37.6% | -29.7% |
| All | -31.6% | +7.2% | -38.8% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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