+414.5%
ZS vs XYL
+50.5%
+364.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -3.6% |
| 7D | -7.8% | -5.0% | -2.8% | -5.6% |
| 30D | +5.0% | -13.2% | +18.3% | +12.0% |
| 3M | +25.5% | -3.7% | +29.2% | +27.3% |
| 6M | +8.7% | -17.7% | +26.4% | +17.5% |
| YTD | -24.5% | -21.5% | -3.0% | -16.8% |
| 1Y | -36.7% | -24.5% | -12.2% | -29.0% |
| 3Y | +7.2% | +6.9% | +0.3% | +1.4% |
| 5Y | -40.9% | -18.1% | -22.8% | -41.1% |
| All | +414.5% | +50.5% | +364.1% | +318.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling