+403.3%
ZS vs BG
+115.5%
+287.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | -3.8% | +0.5% | -4.4% | -3.9% |
| 30D | -6.0% | +10.3% | -16.3% | -7.4% |
| 3M | +32.0% | -1.9% | +33.9% | +32.0% |
| 6M | +2.1% | +5.2% | -3.1% | +0.9% |
| YTD | -26.2% | +41.2% | -67.3% | -30.6% |
| 1Y | -41.2% | +50.5% | -91.7% | -45.5% |
| 3Y | +3.3% | +19.9% | -16.6% | -1.7% |
| 5Y | -40.7% | +86.7% | -127.4% | -48.7% |
| All | +403.3% | +115.5% | +287.9% | +351.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling