-40.8%
ZS vs Q
+74.5%
-115.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.2% |
| 7D | -5.2% | +11.5% | -16.7% | -5.4% |
| 30D | -15.5% | -0.2% | -15.3% | -15.6% |
| 3M | +9.0% | -13.6% | +22.6% | +9.3% |
| 6M | +32.2% | -27.0% | +59.2% | +33.6% |
| YTD | -14.1% | +50.5% | -64.6% | -27.2% |
| 1Y | -39.1% | +33.8% | -72.8% | -46.2% |
| All | -40.8% | +74.5% | -115.3% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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