+367.1%
DE vs ZS
+498.3%
-131.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.4% |
| 7D | -2.6% | -3.1% | +0.5% | -2.4% |
| 30D | +9.0% | -7.2% | +16.2% | +9.4% |
| 3M | +19.1% | +30.5% | -11.3% | +16.5% |
| 6M | +14.4% | +7.0% | +7.4% | +12.3% |
| YTD | +45.9% | -26.8% | +72.8% | +47.5% |
| 1Y | +43.6% | -42.6% | +86.2% | +48.2% |
| 3Y | +75.9% | -0.3% | +76.2% | +71.0% |
| 5Y | +98.8% | -39.2% | +138.0% | +93.7% |
| All | +367.1% | +498.3% | -131.2% | +251.2% |
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