+0.6%
ZS vs XPO
+153.8%
-153.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.6% | +3.2% |
| 7D | -3.8% | -0.9% | -2.9% | -3.7% |
| 30D | -6.0% | -8.1% | +2.1% | -4.4% |
| 3M | +32.0% | -19.0% | +51.0% | +37.4% |
| 6M | +2.1% | -5.2% | +7.3% | +2.0% |
| YTD | -26.2% | +35.6% | -61.7% | -33.8% |
| 1Y | -41.2% | +41.1% | -82.3% | -48.2% |
| All | +0.6% | +153.8% | -153.2% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling