-1.0%
ZS vs JAAA
+18.9%
-19.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.5% |
| 7D | -8.1% | +0.1% | -8.1% | -8.5% |
| 30D | -8.4% | +0.4% | -8.9% | -10.7% |
| 3M | +31.1% | +1.2% | +29.9% | +22.1% |
| 6M | +4.4% | +2.7% | +1.7% | -10.7% |
| YTD | -27.3% | +3.2% | -30.5% | -39.3% |
| 1Y | -41.4% | +4.8% | -46.2% | -55.0% |
| All | -1.0% | +18.9% | -19.8% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling