+414.5%
ZS vs GEN
+127.2%
+287.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.5% |
| 7D | -7.8% | -1.2% | -6.6% | -7.3% |
| 30D | +5.0% | +10.1% | -5.1% | +0.4% |
| 3M | +25.5% | +16.1% | +9.5% | +17.2% |
| 6M | +8.7% | +38.9% | -30.2% | -6.0% |
| YTD | -24.5% | +14.4% | -38.9% | -29.1% |
| 1Y | -36.7% | +5.9% | -42.6% | -38.5% |
| 3Y | +7.2% | +58.8% | -51.6% | -13.3% |
| 5Y | -40.9% | +24.7% | -65.6% | -48.4% |
| All | +414.5% | +127.2% | +287.4% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling