+47.9%
DE vs ZS
-37.1%
+84.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | -0.5% |
| 7D | +10.0% | -7.8% | +17.9% | +9.4% |
| 30D | +13.3% | +5.0% | +8.3% | +13.8% |
| 3M | +17.5% | +25.5% | -8.0% | +19.7% |
| 6M | +13.6% | +8.7% | +4.9% | +17.2% |
| YTD | +49.8% | -24.5% | +74.3% | +56.2% |
| 1Y | +47.9% | -36.7% | +84.6% | +54.3% |
| All | +47.9% | -37.1% | +84.9% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling