-31.6%
ZS vs NXT
+10.5%
-42.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.1% | -11.4% | +0.1% |
| 7D | -12.3% | +30.0% | -42.3% | -11.3% |
| 30D | +11.2% | +28.6% | -17.4% | +12.5% |
| 3M | +37.5% | +8.4% | +29.1% | +37.9% |
| 6M | +57.8% | -8.7% | +66.6% | +56.6% |
| YTD | -0.2% | +22.5% | -22.7% | -3.7% |
| 1Y | -31.6% | +6.9% | -38.5% | -33.0% |
| All | -31.6% | +10.5% | -42.1% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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