+5.7%
ZS vs JAAA
+29.3%
-23.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -9.2% | +0.1% | -9.3% | -9.5% |
| 30D | -4.0% | +0.5% | -4.4% | -5.3% |
| 3M | +25.3% | +1.2% | +24.1% | +20.9% |
| 6M | -1.3% | +2.8% | -4.1% | -9.2% |
| YTD | -28.0% | +3.2% | -31.2% | -34.3% |
| 1Y | -42.5% | +4.8% | -47.3% | -49.7% |
| 3Y | +0.7% | +19.0% | -18.2% | -30.1% |
| 5Y | -42.3% | +26.8% | -69.1% | -65.2% |
| All | +5.7% | +29.3% | -23.5% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling