+183.5%
ADP vs ZS
+517.5%
-333.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.5% |
| 7D | -3.4% | -7.8% | +4.4% | -2.4% |
| 30D | +2.8% | +5.0% | -2.3% | +2.0% |
| 3M | +20.9% | +25.5% | -4.6% | +17.1% |
| 6M | +29.9% | +8.7% | +21.2% | +26.3% |
| YTD | +9.6% | -24.5% | +34.2% | +11.2% |
| 1Y | -5.3% | -36.7% | +31.4% | -2.2% |
| 3Y | +16.5% | +7.2% | +9.3% | +10.7% |
| 5Y | +49.4% | -40.9% | +90.3% | +45.0% |
| All | +183.5% | +517.5% | -333.9% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling