-31.6%
ZS vs Z
-54.2%
+22.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.4% | -9.7% | -3.2% |
| 7D | -12.3% | +10.2% | -22.4% | -15.1% |
| 30D | +11.2% | +23.7% | -12.5% | +2.3% |
| 3M | +37.5% | -6.6% | +44.1% | +40.2% |
| 6M | +57.8% | -23.0% | +80.8% | +70.9% |
| YTD | -0.2% | -50.3% | +50.1% | +19.7% |
| 1Y | -31.6% | -53.6% | +21.9% | -17.0% |
| All | -31.6% | -54.2% | +22.5% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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