-38.6%
ZS vs JAAA
+26.5%
-65.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.6% |
| 3M | +30.5% | +1.3% | +29.2% | +25.8% |
| 6M | +7.0% | +2.8% | +4.2% | -1.3% |
| YTD | -26.8% | +3.3% | -30.1% | -33.3% |
| 1Y | -42.6% | +4.9% | -47.5% | -49.8% |
| 3Y | -0.3% | +19.0% | -19.3% | -28.8% |
| All | -38.6% | +26.5% | -65.1% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling