-39.6%
ZS vs NSC
+44.4%
-83.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.1% | -1.4% | -6.7% | -7.6% |
| 30D | -8.4% | -3.4% | -5.1% | -7.3% |
| 3M | +31.1% | +5.1% | +26.0% | +28.1% |
| 6M | +4.4% | +9.2% | -4.8% | -1.0% |
| YTD | -27.3% | +13.4% | -40.7% | -32.6% |
| 1Y | -41.4% | +20.8% | -62.2% | -47.4% |
| 3Y | +1.7% | +76.1% | -74.4% | -30.2% |
| 5Y | -39.6% | +45.3% | -84.9% | -52.0% |
| All | -39.6% | +44.4% | -83.9% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling