+19.4%
ZS vs NXT
+171.8%
-152.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +2.9% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | -6.0% | -20.0% | +14.0% | -4.0% |
| 3M | +32.0% | -30.9% | +62.9% | +36.1% |
| 6M | +2.1% | -23.8% | +26.0% | +2.4% |
| YTD | -26.2% | -5.4% | -20.7% | -29.1% |
| 1Y | -41.2% | +28.0% | -69.2% | -46.5% |
| 3Y | +3.3% | +93.3% | -90.0% | -18.1% |
| All | +19.4% | +171.8% | -152.3% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling