+107.7%
COST vs ZS
-38.5%
+146.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.2% |
| 7D | -1.2% | -3.1% | +1.9% | -0.9% |
| 30D | -4.7% | -7.2% | +2.5% | -4.1% |
| 3M | -7.1% | +30.5% | -37.6% | -10.4% |
| 6M | -8.5% | +7.0% | -15.5% | -11.2% |
| YTD | +5.4% | -26.8% | +32.2% | +7.4% |
| 1Y | -5.6% | -42.6% | +37.0% | -0.7% |
| 3Y | +68.5% | -0.3% | +68.8% | +58.5% |
| All | +107.7% | -38.5% | +146.2% | +87.3% |
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