-42.3%
ZS vs GEN
+22.3%
-64.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -2.9% |
| 7D | -9.2% | -0.7% | -8.5% | -8.8% |
| 30D | -4.0% | +2.6% | -6.6% | -5.4% |
| 3M | +25.3% | +15.8% | +9.5% | +14.7% |
| 6M | -1.3% | +33.1% | -34.4% | -16.3% |
| YTD | -28.0% | +11.3% | -39.3% | -32.7% |
| 1Y | -42.5% | +1.7% | -44.1% | -43.6% |
| 3Y | +0.7% | +58.1% | -57.4% | -24.5% |
| 5Y | -42.3% | +20.6% | -62.9% | -54.5% |
| All | -42.3% | +22.3% | -64.6% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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