+123.0%
EW vs ZS
+602.6%
-479.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +4.9% | -5.2% | +10.2% | +5.8% |
| 30D | +24.1% | -15.5% | +39.6% | +26.9% |
| 3M | +13.7% | +9.0% | +4.7% | +10.9% |
| 6M | +32.7% | +32.2% | +0.5% | +23.2% |
| YTD | +24.1% | -14.1% | +38.2% | +22.5% |
| 1Y | +23.6% | -39.1% | +62.7% | +29.3% |
| 3Y | +64.8% | +10.4% | +54.4% | +50.7% |
| 5Y | -8.8% | -44.6% | +35.9% | -12.2% |
| All | +123.0% | +602.6% | -479.6% | +31.3% |
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