-42.5%
ZS vs P
+26.4%
-68.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.3% | -4.9% |
| 7D | -9.2% | +7.8% | -17.1% | -10.5% |
| 30D | -4.0% | +12.3% | -16.3% | -6.9% |
| 3M | +25.3% | +37.1% | -11.8% | +16.3% |
| 6M | -1.3% | +66.1% | -67.4% | -11.2% |
| YTD | -28.0% | +50.9% | -78.9% | -34.5% |
| 1Y | -42.5% | +27.2% | -69.7% | -48.9% |
| All | -42.5% | +26.4% | -68.9% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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