+390.7%
ZS vs PLUG
+15.3%
+375.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.1% | -8.8% | -5.3% |
| 7D | -9.2% | +8.1% | -17.3% | -10.4% |
| 30D | -4.0% | +3.7% | -7.7% | -4.7% |
| 3M | +25.3% | -29.2% | +54.4% | +31.7% |
| 6M | -1.3% | +6.1% | -7.4% | -5.9% |
| YTD | -28.0% | +14.7% | -42.7% | -33.3% |
| 1Y | -42.5% | +56.9% | -99.4% | -52.1% |
| 3Y | +0.7% | -71.6% | +72.3% | -3.6% |
| 5Y | -42.3% | -91.0% | +48.7% | -29.6% |
| All | +390.7% | +15.3% | +375.4% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling