+121.2%
C vs ZS
+608.8%
-487.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | -0.4% | -13.4% | +13.0% | +1.0% |
| 30D | -5.2% | -16.6% | +11.4% | -3.7% |
| 3M | -9.1% | +10.3% | -19.4% | -10.5% |
| 6M | -1.6% | +28.1% | -29.7% | -5.5% |
| YTD | +6.9% | -13.3% | +20.3% | +6.2% |
| 1Y | +23.0% | -40.7% | +63.7% | +26.7% |
| 3Y | +216.1% | +11.4% | +204.8% | +202.8% |
| 5Y | +112.2% | -42.2% | +154.4% | +104.2% |
| All | +121.2% | +608.8% | -487.6% | +61.7% |
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 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