+485.5%
ZS vs NDAQ
+340.3%
+145.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.4% |
| 7D | -5.2% | +1.7% | -6.9% | -6.4% |
| 30D | -15.5% | +16.2% | -31.7% | -24.2% |
| 3M | +9.0% | +14.0% | -5.0% | -0.6% |
| 6M | +32.2% | +22.3% | +9.9% | +14.4% |
| YTD | -14.1% | +13.0% | -27.1% | -21.4% |
| 1Y | -39.1% | +24.0% | -63.1% | -47.7% |
| 3Y | +10.4% | +117.1% | -106.7% | -37.0% |
| 5Y | -44.6% | +67.5% | -112.2% | -62.8% |
| All | +485.5% | +340.3% | +145.3% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling