+8.0%
ZS vs NSC
+77.7%
-69.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -2.6% | +2.5% | -5.1% | -3.0% |
| 30D | -12.8% | +1.7% | -14.5% | -13.0% |
| 3M | +2.3% | -2.6% | +4.8% | +2.7% |
| 6M | +26.3% | +6.4% | +19.8% | +24.5% |
| YTD | -14.4% | +15.5% | -29.9% | -17.8% |
| 1Y | -37.6% | +17.6% | -55.2% | -40.5% |
| 3Y | +8.0% | +75.0% | -66.9% | -10.7% |
| All | +8.0% | +77.7% | -69.7% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling