-100.0%
DFNS vs ZS
+52.0%
-152.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.5% |
| 7D | -6.0% | -2.6% | -3.3% | -6.1% |
| 30D | -71.2% | -12.8% | -58.4% | -71.5% |
| 3M | -94.5% | +2.3% | -96.8% | -94.5% |
| 6M | -96.5% | +26.3% | -122.8% | -96.4% |
| YTD | -99.6% | -14.4% | -85.2% | -99.6% |
| 1Y | -99.7% | -37.6% | -62.1% | -99.7% |
| 3Y | -100.0% | +8.0% | -108.0% | -100.0% |
| 5Y | -100.0% | -44.9% | -55.1% | -100.0% |
| All | -100.0% | +52.0% | -152.0% | -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