-31.6%
ZS vs NSC
+24.4%
-56.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | +0.1% |
| 7D | -12.3% | +1.8% | -14.0% | -11.5% |
| 30D | +11.2% | +8.8% | +2.4% | +15.5% |
| 3M | +37.5% | +1.2% | +36.3% | +38.3% |
| 6M | +57.8% | +11.3% | +46.5% | +66.9% |
| YTD | -0.2% | +20.7% | -20.9% | +7.6% |
| 1Y | -31.6% | +23.4% | -55.0% | -29.3% |
| All | -31.6% | +24.4% | -56.0% | -29.3% |
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