-42.3%
ZS vs M
+24.8%
-67.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -3.9% |
| 7D | -9.2% | +2.4% | -11.6% | -9.9% |
| 30D | -4.0% | -11.6% | +7.6% | -0.6% |
| 3M | +25.3% | +1.6% | +23.7% | +23.9% |
| 6M | -1.3% | +25.2% | -26.5% | -8.5% |
| YTD | -28.0% | +3.8% | -31.8% | -30.0% |
| 1Y | -42.5% | +36.3% | -78.8% | -49.0% |
| 3Y | +0.7% | +116.3% | -115.6% | -31.1% |
| 5Y | -42.3% | +28.2% | -70.5% | -50.5% |
| All | -42.3% | +24.8% | -67.1% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling