+390.7%
ZS vs BR
+82.3%
+308.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.2% | -2.8% |
| 7D | -9.2% | -5.9% | -3.3% | -4.9% |
| 30D | -4.0% | +1.9% | -5.9% | -5.3% |
| 3M | +25.3% | +14.7% | +10.6% | +12.7% |
| 6M | -1.3% | -12.8% | +11.5% | +8.9% |
| YTD | -28.0% | -23.0% | -5.0% | -13.6% |
| 1Y | -42.5% | -31.7% | -10.8% | -25.0% |
| 3Y | +0.7% | -4.8% | +5.5% | +1.2% |
| 5Y | -42.3% | +7.8% | -50.1% | -47.6% |
| All | +390.7% | +82.3% | +308.4% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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