+7.4%
ZS vs JAAA
+29.4%
-21.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.4% |
| 7D | -3.1% | +0.1% | -3.2% | -3.3% |
| 30D | -7.2% | +0.5% | -7.7% | -8.7% |
| 3M | +30.5% | +1.3% | +29.2% | +25.7% |
| 6M | +7.0% | +2.8% | +4.2% | -1.4% |
| YTD | -26.8% | +3.3% | -30.1% | -33.4% |
| 1Y | -42.6% | +4.9% | -47.5% | -49.9% |
| 3Y | -0.3% | +19.0% | -19.3% | -30.9% |
| 5Y | -39.2% | +26.9% | -66.1% | -63.4% |
| All | +7.4% | +29.4% | -21.9% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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