+483.2%
ZS vs M
+22.4%
+460.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -2.6% | +7.0% | -9.6% | -3.4% |
| 30D | -12.8% | +8.9% | -21.7% | -13.8% |
| 3M | +2.3% | +4.5% | -2.2% | +1.6% |
| 6M | +26.3% | +36.2% | -9.9% | +21.5% |
| YTD | -14.4% | +15.1% | -29.6% | -16.4% |
| 1Y | -37.6% | +27.4% | -65.1% | -39.9% |
| 3Y | +8.0% | +160.1% | -152.1% | -6.0% |
| 5Y | -44.9% | -1.6% | -43.3% | -49.6% |
| All | +483.2% | +22.4% | +460.8% | +593.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling