+120.6%
C vs ZS
+623.8%
-503.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.4% |
| 7D | -0.9% | -11.1% | +10.1% | +0.2% |
| 30D | -5.4% | -14.8% | +9.4% | -4.1% |
| 3M | -9.2% | +18.0% | -27.2% | -11.1% |
| 6M | -1.8% | +30.8% | -32.7% | -6.0% |
| YTD | +6.7% | -11.5% | +18.2% | +5.7% |
| 1Y | +23.5% | -37.8% | +61.3% | +26.7% |
| 3Y | +219.8% | +16.6% | +203.2% | +205.0% |
| 5Y | +112.4% | -43.6% | +156.0% | +104.5% |
| All | +120.6% | +623.8% | -503.1% | +61.0% |
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 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