-42.6%
ZS vs NVD
-52.8%
+10.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.7% |
| 7D | -3.1% | +10.8% | -13.9% | -1.8% |
| 30D | -7.2% | +0.8% | -8.0% | -6.8% |
| 3M | +30.5% | -20.8% | +51.3% | +28.2% |
| 6M | +7.0% | -41.2% | +48.1% | +3.0% |
| YTD | -26.8% | -44.2% | +17.4% | -29.7% |
| 1Y | -42.6% | -54.2% | +11.6% | -46.7% |
| All | -42.6% | -52.8% | +10.2% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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