+403.3%
ZS vs QSR
+78.2%
+325.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.1% |
| 7D | -3.8% | -2.4% | -1.5% | -3.1% |
| 30D | -6.0% | +5.7% | -11.7% | -7.7% |
| 3M | +32.0% | +6.9% | +25.1% | +28.8% |
| 6M | +2.1% | +6.9% | -4.7% | -0.5% |
| YTD | -26.2% | +14.9% | -41.1% | -29.9% |
| 1Y | -41.2% | +29.1% | -70.3% | -46.4% |
| 3Y | +3.3% | +26.1% | -22.8% | -5.7% |
| 5Y | -40.7% | +42.3% | -83.0% | -48.4% |
| All | +403.3% | +78.2% | +325.1% | +337.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling