-39.6%
ZS vs XYL
-15.8%
-23.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.9% |
| 7D | -8.1% | -1.2% | -6.8% | -7.4% |
| 30D | -8.4% | -13.2% | +4.7% | +0.5% |
| 3M | +31.1% | -0.2% | +31.2% | +30.1% |
| 6M | +4.4% | -12.5% | +16.9% | +11.9% |
| YTD | -27.3% | -20.9% | -6.4% | -16.8% |
| 1Y | -41.4% | -21.6% | -19.8% | -32.5% |
| 3Y | +1.7% | +16.1% | -14.5% | -18.3% |
| 5Y | -39.6% | -15.6% | -24.0% | -39.3% |
| All | -39.6% | -15.8% | -23.8% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling