+390.7%
ZS vs NI
+135.7%
+255.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.9% | -4.7% |
| 7D | -9.2% | +2.3% | -11.5% | -9.4% |
| 30D | -4.0% | -1.7% | -2.3% | -3.9% |
| 3M | +25.3% | -8.0% | +33.3% | +26.2% |
| 6M | -1.3% | -8.6% | +7.3% | -0.6% |
| YTD | -28.0% | +2.3% | -30.3% | -28.6% |
| 1Y | -42.5% | +6.9% | -49.4% | -43.3% |
| 3Y | +0.7% | +70.6% | -69.8% | -5.9% |
| 5Y | -42.3% | +96.4% | -138.7% | -46.7% |
| All | +390.7% | +135.7% | +255.0% | +357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling