+22.9%
DIS vs ZS
+608.8%
-585.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.3% |
| 7D | +4.4% | -13.4% | +17.8% | +6.3% |
| 30D | +10.3% | -16.6% | +26.9% | +12.6% |
| 3M | +15.5% | +10.3% | +5.2% | +13.0% |
| 6M | +11.2% | +28.1% | -16.9% | +4.8% |
| YTD | +5.6% | -13.3% | +18.9% | +4.3% |
| 1Y | +7.7% | -40.7% | +48.5% | +12.5% |
| 3Y | +39.3% | +11.4% | +27.9% | +29.8% |
| 5Y | -29.5% | -42.2% | +12.7% | -33.2% |
| All | +22.9% | +608.8% | -585.9% | -12.5% |
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