+45.8%
ADP vs ZS
-42.6%
+88.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.1% | -2.8% |
| 7D | -5.5% | -9.2% | +3.7% | -4.1% |
| 30D | -1.2% | -4.0% | +2.8% | -0.8% |
| 3M | +17.9% | +25.3% | -7.4% | +13.4% |
| 6M | +20.3% | -1.3% | +21.6% | +17.9% |
| YTD | +5.8% | -28.0% | +33.8% | +8.2% |
| 1Y | -7.7% | -42.5% | +34.8% | -2.8% |
| 3Y | +14.7% | +0.7% | +14.0% | +8.2% |
| 5Y | +45.8% | -42.3% | +88.1% | +38.3% |
| All | +45.8% | -42.6% | +88.4% | +38.3% |
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