+414.5%
ZS vs M
+13.3%
+401.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -4.8% |
| 7D | -7.8% | +4.7% | -12.6% | -8.4% |
| 30D | +5.0% | -9.6% | +14.7% | +6.3% |
| 3M | +25.5% | +0.9% | +24.7% | +25.1% |
| 6M | +8.7% | +22.3% | -13.6% | +5.8% |
| YTD | -24.5% | +6.5% | -31.0% | -25.5% |
| 1Y | -36.7% | +38.8% | -75.5% | -39.6% |
| 3Y | +7.2% | +115.9% | -108.7% | -4.8% |
| 5Y | -40.9% | +28.6% | -69.6% | -44.6% |
| All | +414.5% | +13.3% | +401.3% | +518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling