+213.9%
ADP vs ZS
+608.8%
-394.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.4% |
| 7D | +3.2% | -13.4% | +16.6% | +5.0% |
| 30D | +12.8% | -16.6% | +29.4% | +15.0% |
| 3M | +12.3% | +10.3% | +2.0% | +10.0% |
| 6M | +45.4% | +28.1% | +17.3% | +37.9% |
| YTD | +21.4% | -13.3% | +34.7% | +20.1% |
| 1Y | +23.7% | -40.7% | +64.4% | +28.0% |
| 3Y | +43.6% | +11.4% | +32.3% | +34.9% |
| 5Y | +48.7% | -42.2% | +90.9% | +43.2% |
| All | +213.9% | +608.8% | -394.9% | +119.0% |
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