-41.4%
ZS vs Z
-64.6%
+23.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.6% |
| 7D | -8.1% | -11.6% | +3.5% | -3.8% |
| 30D | -8.4% | -8.5% | 0.0% | -5.5% |
| 3M | +31.1% | -7.9% | +39.0% | +33.9% |
| 6M | +4.4% | -29.1% | +33.5% | +15.0% |
| YTD | -27.3% | -54.2% | +26.9% | -11.8% |
| 1Y | -41.4% | -63.5% | +22.2% | -26.3% |
| All | -41.4% | -64.6% | +23.2% | -26.3% |
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