-27.8%
COIN vs ZS
-38.5%
+10.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.3% |
| 7D | -5.1% | -3.1% | -2.0% | -3.2% |
| 30D | +17.6% | -7.2% | +24.8% | +22.9% |
| 3M | +9.2% | +30.5% | -21.2% | -10.6% |
| 6M | -11.8% | +7.0% | -18.7% | -26.2% |
| YTD | -22.5% | -26.8% | +4.3% | -14.9% |
| 1Y | -45.9% | -42.6% | -3.3% | -29.3% |
| 3Y | +117.4% | -0.3% | +117.7% | +73.2% |
| All | -27.8% | -38.5% | +10.7% | -20.8% |
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