+398.6%
ZS vs XYL
+52.3%
+346.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | -3.1% | +1.2% | -4.3% | -3.7% |
| 30D | -7.2% | -11.9% | +4.7% | -1.8% |
| 3M | +30.5% | -1.5% | +32.0% | +30.9% |
| 6M | +7.0% | -11.9% | +18.9% | +11.9% |
| YTD | -26.8% | -20.6% | -6.3% | -19.9% |
| 1Y | -42.6% | -23.5% | -19.1% | -36.0% |
| 3Y | -0.3% | +14.9% | -15.2% | -8.7% |
| 5Y | -39.2% | -15.3% | -23.9% | -40.1% |
| All | +398.6% | +52.3% | +346.3% | +302.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling