+390.7%
ZS vs XPO
+429.3%
-38.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.1% | -4.2% |
| 7D | -9.2% | +2.7% | -11.9% | -10.0% |
| 30D | -4.0% | -6.2% | +2.2% | -2.3% |
| 3M | +25.3% | -15.4% | +40.7% | +30.8% |
| 6M | -1.3% | +0.7% | -2.0% | -3.0% |
| YTD | -28.0% | +39.8% | -67.8% | -36.9% |
| 1Y | -42.5% | +43.3% | -85.8% | -50.4% |
| 3Y | +0.7% | +166.0% | -165.3% | -32.0% |
| 5Y | -42.3% | +274.2% | -316.5% | -67.2% |
| All | +390.7% | +429.3% | -38.5% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling