-31.6%
ZS vs XPO
+38.8%
-70.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.4% |
| 7D | -12.3% | +3.5% | -15.8% | -12.1% |
| 30D | +11.2% | +2.8% | +8.4% | +11.4% |
| 3M | +37.5% | -7.5% | +45.0% | +36.8% |
| 6M | +57.8% | -5.9% | +63.8% | +57.9% |
| YTD | -0.2% | +38.4% | -38.6% | -1.4% |
| 1Y | -31.6% | +33.7% | -65.3% | -32.3% |
| All | -31.6% | +38.8% | -70.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling