-38.6%
ZS vs POET
-6.5%
-32.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.3% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -7.2% | -10.4% | +3.2% | -6.7% |
| 3M | +30.5% | -29.3% | +59.8% | +32.5% |
| 6M | +7.0% | +6.9% | +0.1% | +0.2% |
| YTD | -26.8% | +25.6% | -52.4% | -32.8% |
| 1Y | -42.6% | +49.2% | -91.8% | -48.8% |
| 3Y | -0.3% | +128.4% | -128.8% | -18.6% |
| All | -38.6% | -6.5% | -32.1% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 5y: compounded portfolio wealth divided by compounded POET 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…
5y analysis · Full analysis span regression · 6 months rolling