+499.0%
ZS vs P
+374.0%
+124.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.6% | -4.4% |
| 7D | -16.9% | -23.8% | +6.9% | -8.5% |
| 30D | -7.4% | -36.6% | +29.2% | +8.5% |
| 3M | +21.6% | +10.9% | +10.7% | +13.4% |
| 6M | +42.4% | +30.0% | +12.4% | +22.2% |
| YTD | -12.1% | +44.4% | -56.5% | -28.8% |
| 1Y | -37.8% | +3.9% | -41.8% | -44.6% |
| 3Y | +20.9% | +176.6% | -155.7% | -37.5% |
| 5Y | -41.6% | +249.3% | -290.9% | -72.5% |
| All | +499.0% | +374.0% | +124.9% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling