-44.3%
ZS vs XYL
-23.3%
-21.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | -2.6% | -3.7% | +1.1% | -0.4% |
| 30D | -12.8% | -8.3% | -4.5% | -9.6% |
| 3M | +2.3% | -21.4% | +23.7% | +17.3% |
| 6M | +26.3% | -12.9% | +39.2% | +34.2% |
| YTD | -14.4% | -30.1% | +15.6% | +3.9% |
| 1Y | -37.6% | -35.2% | -2.5% | -19.6% |
| 3Y | +8.0% | -0.8% | +8.8% | -5.6% |
| All | -44.3% | -23.3% | -21.0% | -37.1% |
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