-9.6%
AA vs ZS
+602.6%
-612.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +5.3% | -5.2% | +10.5% | +6.1% |
| 30D | -2.3% | -15.5% | +13.2% | 0.0% |
| 3M | -20.8% | +9.0% | -29.8% | -22.7% |
| 6M | -39.8% | +32.2% | -72.0% | -44.1% |
| YTD | -23.3% | -14.1% | -9.2% | -24.3% |
| 1Y | +1.8% | -39.1% | +40.9% | +6.5% |
| 3Y | +69.5% | +10.4% | +59.2% | +57.3% |
| 5Y | -18.0% | -44.6% | +26.7% | -22.7% |
| All | -9.6% | +602.6% | -612.3% | -41.9% |
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