+389.9%
ZS vs REPL
+45.5%
+344.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.7% | -2.3% |
| 7D | -13.4% | +12.7% | -26.1% | -14.0% |
| 30D | -16.6% | +73.5% | -90.1% | -19.4% |
| 3M | +10.3% | +70.3% | -60.0% | +6.5% |
| 6M | +28.1% | +472.0% | -443.9% | +9.6% |
| YTD | -13.3% | +139.5% | -152.8% | -24.7% |
| 1Y | -40.7% | +167.3% | -208.0% | -49.0% |
| 3Y | +11.4% | +109.5% | -98.2% | -22.8% |
| 5Y | -42.2% | -29.9% | -12.3% | -55.0% |
| All | +389.9% | +45.5% | +344.4% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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