-42.6%
ZS vs BG
+53.0%
-95.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +0.3% |
| 7D | -3.1% | +3.1% | -6.2% | -2.5% |
| 30D | -7.2% | +10.2% | -17.4% | -5.7% |
| 3M | +30.5% | -1.7% | +32.1% | +31.3% |
| 6M | +7.0% | +1.0% | +6.0% | +8.2% |
| YTD | -26.8% | +39.9% | -66.8% | -23.0% |
| 1Y | -42.6% | +53.2% | -95.8% | -38.9% |
| All | -42.6% | +53.0% | -95.6% | -38.9% |
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