+317.4%
ZS vs REPL
-9.7%
+327.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.7% | +2.7% |
| 7D | -3.8% | -9.6% | +5.7% | -3.3% |
| 30D | -6.0% | +5.7% | -11.7% | -6.4% |
| 3M | +32.0% | +56.4% | -24.4% | +25.0% |
| 6M | +2.1% | +67.4% | -65.3% | -8.9% |
| YTD | -26.2% | +48.7% | -74.8% | -33.8% |
| 1Y | -41.2% | +148.3% | -189.4% | -51.3% |
| 3Y | +3.3% | -26.7% | +30.0% | -19.4% |
| 5Y | -40.7% | -54.1% | +13.4% | -52.8% |
| All | +317.4% | -9.7% | +327.1% | +175.6% |
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