-38.6%
ZS vs BG
+81.8%
-120.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +0.8% |
| 7D | -3.1% | +3.1% | -6.2% | -3.4% |
| 30D | -7.2% | +10.2% | -17.4% | -8.2% |
| 3M | +30.5% | -1.7% | +32.1% | +30.6% |
| 6M | +7.0% | +1.0% | +6.0% | +6.6% |
| YTD | -26.8% | +39.9% | -66.8% | -30.5% |
| 1Y | -42.6% | +53.2% | -95.8% | -46.4% |
| 3Y | -0.3% | +16.3% | -16.6% | -3.8% |
| All | -38.6% | +81.8% | -120.4% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling