+390.7%
ZS vs NSC
+182.0%
+208.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.5% |
| 7D | -9.2% | -1.5% | -7.7% | -8.8% |
| 30D | -4.0% | -1.9% | -2.1% | -3.4% |
| 3M | +25.3% | +6.2% | +19.1% | +22.5% |
| 6M | -1.3% | +9.2% | -10.5% | -5.4% |
| YTD | -28.0% | +15.0% | -43.0% | -32.5% |
| 1Y | -42.5% | +21.1% | -63.6% | -47.2% |
| 3Y | +0.7% | +78.6% | -77.9% | -22.1% |
| 5Y | -42.3% | +45.9% | -88.2% | -51.8% |
| All | +390.7% | +182.0% | +208.7% | +190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling