+10.9%
ZS vs COMP
-53.0%
+63.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | -0.2% |
| 7D | -13.4% | +7.2% | -20.6% | -15.2% |
| 30D | -16.6% | +6.4% | -23.0% | -18.4% |
| 3M | +10.3% | -19.4% | +29.8% | +15.2% |
| 6M | +28.1% | +14.6% | +13.6% | +21.1% |
| YTD | -13.3% | -5.5% | -7.9% | -16.1% |
| 1Y | -40.7% | +13.7% | -54.4% | -45.5% |
| 3Y | +11.4% | +409.7% | -398.3% | -41.7% |
| 5Y | -42.2% | -17.0% | -25.2% | -56.3% |
| All | +10.9% | -53.0% | +63.9% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling