-12.1%
DOW vs ZS
+142.9%
-155.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -1.4% | -3.1% | +1.7% | -1.1% |
| 30D | -3.9% | -7.2% | +3.3% | -3.5% |
| 3M | -12.7% | +30.5% | -43.1% | -15.1% |
| 6M | -13.7% | +7.0% | -20.7% | -15.5% |
| YTD | +28.4% | -26.8% | +55.2% | +30.1% |
| 1Y | +21.8% | -42.6% | +64.4% | +26.3% |
| 3Y | -35.7% | -0.3% | -35.4% | -37.8% |
| 5Y | -36.8% | -39.2% | +2.4% | -38.8% |
| All | -12.1% | +142.9% | -155.0% | -38.4% |
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