+414.5%
ZS vs NDAQ
+291.2%
+123.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.2% |
| 7D | -7.8% | -2.4% | -5.4% | -6.1% |
| 30D | +5.0% | +2.5% | +2.6% | +3.4% |
| 3M | +25.5% | +9.9% | +15.6% | +16.7% |
| 6M | +8.7% | +9.4% | -0.7% | +2.1% |
| YTD | -24.5% | +0.4% | -24.9% | -24.8% |
| 1Y | -36.7% | +4.0% | -40.7% | -38.8% |
| 3Y | +7.2% | +94.4% | -87.2% | -34.0% |
| 5Y | -40.9% | +56.7% | -97.6% | -57.9% |
| All | +414.5% | +291.2% | +123.3% | +118.9% |
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