+370.6%
DE vs ZS
+488.9%
-118.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.5% |
| 7D | +0.7% | -9.2% | +9.9% | +1.3% |
| 30D | +9.6% | -4.0% | +13.6% | +9.8% |
| 3M | +19.0% | +25.3% | -6.3% | +16.7% |
| 6M | +16.1% | -1.3% | +17.4% | +14.7% |
| YTD | +47.0% | -28.0% | +75.0% | +48.8% |
| 1Y | +43.1% | -42.5% | +85.6% | +47.6% |
| 3Y | +77.5% | +0.7% | +76.8% | +72.4% |
| 5Y | +96.4% | -42.3% | +138.7% | +92.1% |
| All | +370.6% | +488.9% | -118.3% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling