-42.6%
ZS vs NI
+4.4%
-47.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -7.2% | -1.4% | -5.8% | -7.7% |
| 3M | +30.5% | -10.6% | +41.1% | +25.8% |
| 6M | +7.0% | -9.3% | +16.3% | +3.3% |
| YTD | -26.8% | +1.1% | -28.0% | -30.9% |
| 1Y | -42.6% | +3.4% | -46.0% | -46.2% |
| All | -42.6% | +4.4% | -47.0% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling