+0.7%
ZS vs Z
-37.5%
+38.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.4% | +1.8% | -2.6% |
| 7D | -9.2% | -3.3% | -6.0% | -8.3% |
| 30D | -4.0% | -3.7% | -0.3% | -2.9% |
| 3M | +25.3% | -7.0% | +32.3% | +27.4% |
| 6M | -1.3% | -29.5% | +28.2% | +8.5% |
| YTD | -28.0% | -52.6% | +24.6% | -11.8% |
| 1Y | -42.5% | -64.0% | +21.5% | -24.3% |
| 3Y | +0.7% | -36.4% | +37.2% | +18.2% |
| All | +0.7% | -37.5% | +38.2% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling