+99.4%
DE vs ZS
-43.4%
+142.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -2.4% | -8.1% | +5.7% | -1.8% |
| 30D | +9.7% | -8.4% | +18.1% | +10.2% |
| 3M | +21.4% | +31.1% | -9.7% | +18.6% |
| 6M | +15.0% | +4.4% | +10.6% | +13.1% |
| YTD | +46.4% | -27.3% | +73.7% | +48.9% |
| 1Y | +45.6% | -41.4% | +87.0% | +51.4% |
| 3Y | +76.8% | +1.7% | +75.1% | +70.8% |
| 5Y | +99.4% | -39.6% | +139.0% | +91.9% |
| All | +99.4% | -43.4% | +142.8% | +91.9% |
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