+14.1%
ZS vs NVD
-99.2%
+113.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.9% | -8.5% | -4.0% |
| 7D | -9.2% | -7.7% | -1.6% | -10.3% |
| 30D | -4.0% | -5.8% | +1.8% | -4.3% |
| 3M | +25.3% | -23.2% | +48.5% | +21.8% |
| 6M | -1.3% | -49.7% | +48.4% | -9.0% |
| YTD | -28.0% | -47.7% | +19.7% | -32.6% |
| 1Y | -42.5% | -61.3% | +18.8% | -48.1% |
| 3Y | +0.7% | -99.2% | +99.9% | -50.0% |
| All | +14.1% | -99.2% | +113.3% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling