+483.2%
ZS vs IT
+55.3%
+427.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -2.6% | +1.1% | -3.7% | -3.1% |
| 30D | -12.8% | -1.8% | -11.0% | -13.2% |
| 3M | +2.3% | +4.8% | -2.5% | -1.9% |
| 6M | +26.3% | +33.0% | -6.7% | +5.9% |
| YTD | -14.4% | -23.8% | +9.4% | -7.7% |
| 1Y | -37.6% | -16.5% | -21.1% | -35.7% |
| 3Y | +8.0% | -53.6% | +61.7% | +43.6% |
| 5Y | -44.9% | -42.1% | -2.7% | -35.3% |
| All | +483.2% | +55.3% | +427.9% | +395.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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