-28.4%
DT vs ZS
-40.8%
+12.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.5% |
| 7D | -0.5% | -3.8% | +3.3% | +1.1% |
| 30D | +0.1% | -6.0% | +6.0% | +2.3% |
| 3M | +24.1% | +32.0% | -7.9% | +9.2% |
| 6M | +30.1% | +2.1% | +28.0% | +22.3% |
| YTD | +16.8% | -26.2% | +42.9% | +25.9% |
| 1Y | -0.1% | -41.2% | +41.1% | +18.0% |
| 3Y | +6.8% | +3.3% | +3.5% | -7.5% |
| 5Y | -28.4% | -40.7% | +12.4% | -29.0% |
| All | -28.4% | -40.8% | +12.4% | -29.0% |
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 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