+59.9%
DIA vs ZS
+0.9%
+59.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.7% |
| 7D | +0.1% | -9.2% | +9.3% | +0.9% |
| 30D | -2.1% | -4.0% | +1.9% | -1.8% |
| 3M | +4.2% | +25.3% | -21.1% | +1.6% |
| 6M | +11.9% | -1.3% | +13.2% | +10.2% |
| YTD | +10.8% | -28.0% | +38.8% | +14.0% |
| 1Y | +17.5% | -42.5% | +60.0% | +24.7% |
| 3Y | +59.9% | +0.7% | +59.2% | +48.2% |
| All | +59.9% | +0.9% | +59.1% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling