-39.6%
ZS vs INDA
+4.5%
-44.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.4% |
| 7D | -8.1% | -3.6% | -4.4% | -4.6% |
| 30D | -8.4% | -4.0% | -4.5% | -4.8% |
| 3M | +31.1% | +1.7% | +29.4% | +28.6% |
| 6M | +4.4% | -3.6% | +8.0% | +7.6% |
| YTD | -27.3% | -11.0% | -16.3% | -18.5% |
| 1Y | -41.4% | -9.5% | -31.9% | -35.7% |
| 3Y | +1.7% | +7.6% | -6.0% | -13.3% |
| 5Y | -39.6% | +4.8% | -44.4% | -47.6% |
| All | -39.6% | +4.5% | -44.1% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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