-39.6%
ZS vs XPO
+257.8%
-297.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.2% |
| 7D | -8.1% | -1.3% | -6.7% | -7.7% |
| 30D | -8.4% | -10.4% | +1.9% | -4.9% |
| 3M | +31.1% | -15.7% | +46.8% | +38.5% |
| 6M | +4.4% | -6.3% | +10.7% | +4.7% |
| YTD | -27.3% | +34.2% | -61.5% | -38.5% |
| 1Y | -41.4% | +39.9% | -81.3% | -51.9% |
| 3Y | +1.7% | +155.2% | -153.5% | -44.0% |
| 5Y | -39.6% | +264.7% | -304.3% | -76.6% |
| All | -39.6% | +257.8% | -297.4% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling