-31.6%
ZS vs M
+36.6%
-68.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.6% | -7.9% | -0.7% |
| 7D | -12.3% | +8.3% | -20.5% | -12.6% |
| 30D | +11.2% | +14.2% | -3.0% | +10.4% |
| 3M | +37.5% | -1.1% | +38.6% | +37.3% |
| 6M | +57.8% | +36.6% | +21.2% | +56.9% |
| YTD | -0.2% | +19.8% | -20.0% | -1.2% |
| 1Y | -31.6% | +37.2% | -68.8% | -33.3% |
| All | -31.6% | +36.6% | -68.2% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling