+33.9%
ALNY vs ZS
-38.5%
+72.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.4% |
| 7D | -6.5% | -3.1% | -3.5% | -6.1% |
| 30D | +11.0% | -7.2% | +18.2% | +12.1% |
| 3M | -14.1% | +30.5% | -44.5% | -18.2% |
| 6M | -22.4% | +7.0% | -29.4% | -25.6% |
| YTD | -37.5% | -26.8% | -10.6% | -35.6% |
| 1Y | -46.9% | -42.6% | -4.3% | -43.0% |
| 3Y | +22.1% | -0.3% | +22.4% | +12.5% |
| All | +33.9% | -38.5% | +72.4% | +15.1% |
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