-36.7%
ZS vs BG
+50.1%
-86.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.7% |
| 7D | -7.8% | +2.8% | -10.6% | -7.4% |
| 30D | +5.0% | +12.0% | -7.0% | +6.5% |
| 3M | +25.5% | -7.7% | +33.2% | +25.3% |
| 6M | +8.7% | +4.5% | +4.2% | +10.2% |
| YTD | -24.5% | +35.7% | -60.2% | -21.7% |
| 1Y | -36.7% | +50.1% | -86.8% | -34.2% |
| All | -36.7% | +50.1% | -86.8% | -34.2% |
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