-42.3%
ZS vs REPL
-53.9%
+11.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.8% | -4.5% |
| 7D | -9.2% | -5.7% | -3.5% | -9.0% |
| 30D | -4.0% | +22.5% | -26.5% | -5.0% |
| 3M | +25.3% | +64.7% | -39.4% | +19.7% |
| 6M | -1.3% | +83.0% | -84.3% | -10.3% |
| YTD | -28.0% | +52.0% | -80.0% | -34.0% |
| 1Y | -42.5% | +144.5% | -187.0% | -50.6% |
| 3Y | +0.7% | -25.1% | +25.8% | -13.7% |
| 5Y | -42.3% | -52.9% | +10.6% | -52.4% |
| All | -42.3% | -53.9% | +11.6% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling