+12.4%
AA vs ZS
-40.8%
+53.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.5% | -2.5% |
| 7D | -0.6% | -3.8% | +3.2% | +0.1% |
| 30D | -1.6% | -6.0% | +4.4% | -0.6% |
| 3M | -29.8% | +32.0% | -61.8% | -34.6% |
| 6M | -16.6% | +2.1% | -18.8% | -20.2% |
| YTD | -4.0% | -26.2% | +22.1% | -1.1% |
| 1Y | +63.5% | -41.2% | +104.7% | +78.1% |
| 3Y | +86.8% | +3.3% | +83.4% | +69.0% |
| 5Y | +12.4% | -40.7% | +53.1% | +7.5% |
| All | +12.4% | -40.8% | +53.1% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling