-36.7%
ZS vs NSC
+20.4%
-57.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.3% |
| 7D | -7.8% | -5.5% | -2.3% | -10.0% |
| 30D | +5.0% | -3.2% | +8.3% | +3.6% |
| 3M | +25.5% | +7.7% | +17.9% | +30.2% |
| 6M | +8.7% | +4.5% | +4.2% | +12.7% |
| YTD | -24.5% | +15.6% | -40.1% | -20.9% |
| 1Y | -36.7% | +19.8% | -56.5% | -32.9% |
| All | -36.7% | +20.4% | -57.1% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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