+9.5%
ZS vs COMP
-52.0%
+61.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -2.6% | 0.0% | -2.6% | -2.7% |
| 30D | -12.8% | +16.6% | -29.4% | -16.6% |
| 3M | +2.3% | -23.5% | +25.8% | +8.2% |
| 6M | +26.3% | +25.7% | +0.5% | +16.6% |
| YTD | -14.4% | -3.4% | -11.0% | -17.6% |
| 1Y | -37.6% | +7.6% | -45.2% | -41.8% |
| 3Y | +8.0% | +423.6% | -415.6% | -43.9% |
| 5Y | -44.9% | -10.6% | -34.3% | -58.8% |
| All | +9.5% | -52.0% | +61.5% | -9.3% |
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