+30.2%
ZS vs Z
-28.9%
+59.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | -13.7% | -13.1% | -0.6% | -10.3% |
| 30D | -14.2% | +5.9% | -20.0% | -16.2% |
| 3M | +8.5% | -13.7% | +22.2% | +14.5% |
| 6M | +30.2% | -27.1% | +57.3% | +23.4% |
| All | +30.2% | -28.9% | +59.1% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling