-43.6%
ZS vs M
-11.5%
-32.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.5% | -1.7% |
| 7D | -16.9% | -4.3% | -12.6% | -15.8% |
| 30D | -7.4% | +1.3% | -8.7% | -8.0% |
| 3M | +21.6% | -7.4% | +28.9% | +23.8% |
| 6M | +42.4% | +18.3% | +24.0% | +34.0% |
| YTD | -12.1% | +7.6% | -19.7% | -15.8% |
| 1Y | -37.8% | +17.4% | -55.2% | -42.4% |
| 3Y | +20.9% | +108.4% | -87.4% | -17.6% |
| All | -43.6% | -11.5% | -32.1% | -51.1% |
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 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