-100.0%
DFNS vs ZS
+53.1%
-153.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.6% | +13.3% | +12.7% |
| 7D | -13.0% | -13.7% | +0.7% | -14.1% |
| 30D | -56.9% | -14.2% | -42.7% | -57.4% |
| 3M | -93.2% | +8.5% | -101.8% | -93.1% |
| 6M | -95.4% | +30.2% | -125.6% | -95.2% |
| YTD | -99.5% | -13.8% | -85.7% | -99.5% |
| 1Y | -99.6% | -41.5% | -58.1% | -99.7% |
| 3Y | -100.0% | +10.7% | -110.7% | -100.0% |
| 5Y | -100.0% | -43.6% | -56.4% | -100.0% |
| All | -100.0% | +53.1% | -153.1% | -100.0% |
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