+414.5%
ZS vs P
+387.6%
+27.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -5.0% |
| 7D | -7.8% | +6.5% | -14.4% | -10.0% |
| 30D | +5.0% | +18.8% | -13.8% | -2.8% |
| 3M | +25.5% | +26.7% | -1.2% | +11.8% |
| 6M | +8.7% | +62.2% | -53.5% | -13.0% |
| YTD | -24.5% | +48.5% | -73.0% | -38.4% |
| 1Y | -36.7% | +26.4% | -63.1% | -47.0% |
| 3Y | +7.2% | +159.4% | -152.2% | -41.6% |
| 5Y | -40.9% | +275.8% | -316.7% | -72.4% |
| All | +414.5% | +387.6% | +27.0% | +107.3% |
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