-38.6%
ZS vs ZBRA
-40.4%
+1.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.3% |
| 7D | -3.1% | -3.4% | +0.3% | -1.4% |
| 30D | -7.2% | -7.4% | +0.2% | -3.6% |
| 3M | +30.5% | +57.5% | -27.0% | +1.0% |
| 6M | +7.0% | +64.0% | -57.0% | -20.3% |
| YTD | -26.8% | +44.3% | -71.1% | -42.1% |
| 1Y | -42.6% | +10.9% | -53.5% | -48.0% |
| 3Y | -0.3% | +37.5% | -37.8% | -28.6% |
| All | -38.6% | -40.4% | +1.8% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 5y: compounded portfolio wealth divided by compounded ZBRA 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…
5y analysis · Full analysis span regression · 6 months rolling