-44.3%
ZS vs NDAQ
+66.7%
-111.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | -2.6% | +1.3% | -3.9% | -3.7% |
| 30D | -12.8% | +18.0% | -30.8% | -25.2% |
| 3M | +2.3% | +11.5% | -9.2% | -7.5% |
| 6M | +26.3% | +21.1% | +5.2% | +5.5% |
| YTD | -14.4% | +12.8% | -27.2% | -23.8% |
| 1Y | -37.6% | +25.7% | -63.3% | -49.9% |
| 3Y | +8.0% | +116.8% | -108.8% | -53.1% |
| All | -44.3% | +66.7% | -111.1% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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