+398.6%
ZS vs NSC
+175.4%
+223.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +1.0% |
| 7D | -3.1% | -2.8% | -0.3% | -2.2% |
| 30D | -7.2% | -4.5% | -2.7% | -5.8% |
| 3M | +30.5% | +3.5% | +26.9% | +28.6% |
| 6M | +7.0% | +8.5% | -1.5% | +2.7% |
| YTD | -26.8% | +12.3% | -39.2% | -30.9% |
| 1Y | -42.6% | +18.9% | -61.5% | -47.0% |
| 3Y | -0.3% | +74.1% | -74.4% | -22.3% |
| 5Y | -39.2% | +43.9% | -83.1% | -49.0% |
| All | +398.6% | +175.4% | +223.2% | +197.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling