+191.7%
COP vs ZS
-42.6%
+234.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +0.8% |
| 7D | -0.8% | -9.2% | +8.4% | -0.4% |
| 30D | +15.6% | -4.0% | +19.6% | +15.7% |
| 3M | +14.3% | +25.3% | -11.0% | +12.6% |
| 6M | +17.0% | -1.3% | +18.3% | +16.1% |
| YTD | +47.4% | -28.0% | +75.4% | +48.9% |
| 1Y | +52.4% | -42.5% | +94.9% | +56.0% |
| 3Y | +20.8% | +0.7% | +20.1% | +17.8% |
| 5Y | +191.7% | -42.3% | +234.0% | +191.4% |
| All | +191.7% | -42.6% | +234.3% | +191.4% |
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