-38.6%
ZS vs QSR
+40.5%
-79.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -3.1% | -4.0% | +0.9% | -0.9% |
| 30D | -7.2% | +2.8% | -10.0% | -8.9% |
| 3M | +30.5% | +5.1% | +25.4% | +25.8% |
| 6M | +7.0% | +8.8% | -1.8% | +0.4% |
| YTD | -26.8% | +14.8% | -41.7% | -34.1% |
| 1Y | -42.6% | +25.7% | -68.3% | -51.8% |
| 3Y | -0.3% | +27.5% | -27.8% | -21.5% |
| All | -38.6% | +40.5% | -79.1% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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