+228.7%
COP vs ZS
+494.5%
-265.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +1.0% | -8.1% | +9.0% | +1.5% |
| 30D | +9.6% | -8.4% | +18.0% | +10.0% |
| 3M | +15.0% | +31.1% | -16.0% | +12.8% |
| 6M | +21.8% | +4.4% | +17.4% | +20.2% |
| YTD | +49.6% | -27.3% | +76.9% | +50.9% |
| 1Y | +49.9% | -41.4% | +91.2% | +53.2% |
| 3Y | +22.6% | +1.7% | +20.9% | +19.3% |
| 5Y | +193.6% | -39.6% | +233.2% | +186.3% |
| All | +228.7% | +494.5% | -265.8% | +128.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling