-42.6%
ZS vs XPO
+39.1%
-81.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -3.1% | -5.7% | +2.6% | -3.2% |
| 30D | -7.2% | -12.8% | +5.6% | -7.5% |
| 3M | +30.5% | -20.0% | +50.4% | +29.5% |
| 6M | +7.0% | -6.0% | +13.0% | +6.6% |
| YTD | -26.8% | +34.0% | -60.9% | -28.9% |
| 1Y | -42.6% | +35.6% | -78.2% | -44.0% |
| All | -42.6% | +39.1% | -81.7% | -44.0% |
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