+8.0%
ZS vs P
+197.6%
-189.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.1% |
| 7D | -2.6% | +11.6% | -14.2% | -5.3% |
| 30D | -12.8% | -23.7% | +10.8% | -7.4% |
| 3M | +2.3% | -8.0% | +10.3% | +3.1% |
| 6M | +26.3% | +27.9% | -1.6% | +15.7% |
| YTD | -14.4% | +61.2% | -75.6% | -26.9% |
| 1Y | -37.6% | +28.6% | -66.3% | -44.9% |
| 3Y | +8.0% | +200.5% | -192.4% | -29.4% |
| All | +8.0% | +197.6% | -189.5% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling