-31.6%
ZS vs XYL
-30.7%
-0.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -0.4% |
| 7D | -12.3% | +14.5% | -26.8% | -12.8% |
| 30D | +11.2% | -1.3% | +12.6% | +11.7% |
| 3M | +37.5% | -17.0% | +54.5% | +39.2% |
| 6M | +57.8% | -11.3% | +69.2% | +59.7% |
| YTD | -0.2% | -25.0% | +24.8% | +0.2% |
| 1Y | -31.6% | -31.5% | -0.1% | -26.7% |
| All | -31.6% | -30.7% | -0.9% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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