-40.3%
ZS vs Q
+75.8%
-116.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -13.4% | +4.0% | -17.4% | -13.4% |
| 30D | -16.6% | -2.3% | -14.3% | -16.7% |
| 3M | +10.3% | -7.9% | +18.2% | +10.4% |
| 6M | +28.1% | -16.0% | +44.1% | +27.5% |
| YTD | -13.3% | +51.7% | -65.0% | -26.6% |
| 1Y | -40.7% | +28.3% | -69.1% | -46.6% |
| All | -40.3% | +75.8% | -116.1% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling