-40.7%
ZS vs M
+26.3%
-67.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -13.4% | +5.0% | -18.4% | -13.6% |
| 30D | -16.6% | +10.6% | -27.2% | -17.1% |
| 3M | +10.3% | +1.6% | +8.7% | +10.1% |
| 6M | +28.1% | +30.8% | -2.7% | +27.5% |
| YTD | -13.3% | +16.9% | -30.2% | -14.2% |
| 1Y | -40.7% | +26.3% | -67.0% | -41.7% |
| All | -40.7% | +26.3% | -67.1% | -41.7% |
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