-11.2%
AA vs ZS
+599.9%
-611.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.5% | -2.6% | +3.1% | +0.9% |
| 30D | -0.6% | -12.8% | +12.2% | +1.2% |
| 3M | -19.7% | +2.3% | -21.9% | -20.8% |
| 6M | -41.6% | +26.3% | -67.8% | -45.3% |
| YTD | -24.6% | -14.4% | -10.2% | -25.6% |
| 1Y | +4.9% | -37.6% | +42.5% | +9.2% |
| 3Y | +66.8% | +8.0% | +58.8% | +55.3% |
| 5Y | -19.4% | -44.9% | +25.4% | -24.0% |
| All | -11.2% | +599.9% | -611.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 10y: compounded portfolio wealth divided by compounded ZS 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…
10y analysis · Full analysis span regression · 6 months rolling