+227.5%
COP vs ZS
+504.0%
-276.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +1.0% |
| 7D | -0.5% | -3.8% | +3.4% | -0.3% |
| 30D | +11.7% | -6.0% | +17.7% | +12.0% |
| 3M | +17.7% | +32.0% | -14.3% | +15.3% |
| 6M | +18.3% | +2.1% | +16.2% | +17.0% |
| YTD | +49.1% | -26.2% | +75.2% | +50.2% |
| 1Y | +53.3% | -41.2% | +94.5% | +56.7% |
| 3Y | +22.2% | +3.3% | +18.8% | +18.7% |
| 5Y | +193.3% | -40.7% | +234.0% | +186.5% |
| All | +227.5% | +504.0% | -276.5% | +127.0% |
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 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