+8.0%
ZS vs XPO
+133.2%
-125.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | -2.6% | +9.0% | -11.6% | -4.3% |
| 30D | -12.8% | +4.2% | -17.0% | -13.6% |
| 3M | +2.3% | -8.7% | +10.9% | +3.9% |
| 6M | +26.3% | -2.8% | +29.0% | +26.2% |
| YTD | -14.4% | +41.9% | -56.3% | -23.9% |
| 1Y | -37.6% | +42.3% | -80.0% | -44.8% |
| 3Y | +8.0% | +127.3% | -119.2% | -20.9% |
| All | +8.0% | +133.2% | -125.2% | -20.9% |
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