-39.6%
ZS vs NI
+94.6%
-134.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -8.1% | -0.6% | -7.5% | -8.0% |
| 30D | -8.4% | -1.4% | -7.0% | -8.3% |
| 3M | +31.1% | -10.6% | +41.6% | +33.1% |
| 6M | +4.4% | -9.9% | +14.3% | +5.6% |
| YTD | -27.3% | +1.2% | -28.5% | -28.6% |
| 1Y | -41.4% | +4.4% | -45.8% | -42.9% |
| 3Y | +1.7% | +68.6% | -66.9% | -10.6% |
| 5Y | -39.6% | +98.0% | -137.6% | -43.2% |
| All | -39.6% | +94.6% | -134.2% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling