+63.6%
DIA vs ZS
-40.8%
+104.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.0% |
| 7D | -1.2% | -3.8% | +2.6% | -0.9% |
| 30D | -2.7% | -6.0% | +3.3% | -2.2% |
| 3M | +3.3% | +32.0% | -28.7% | 0.0% |
| 6M | +10.4% | +2.1% | +8.3% | +8.3% |
| YTD | +10.0% | -26.2% | +36.1% | +11.8% |
| 1Y | +16.2% | -41.2% | +57.3% | +21.1% |
| 3Y | +58.7% | +3.3% | +55.4% | +51.8% |
| 5Y | +63.6% | -40.7% | +104.3% | +55.1% |
| All | +63.6% | -40.8% | +104.3% | +55.1% |
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