+89.5%
EW vs ZS
+517.5%
-428.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.9% |
| 7D | -0.3% | -7.8% | +7.5% | +0.9% |
| 30D | +1.0% | +5.0% | -4.0% | 0.0% |
| 3M | +2.8% | +25.5% | -22.7% | -1.5% |
| 6M | +5.5% | +8.7% | -3.2% | +1.4% |
| YTD | +5.5% | -24.5% | +30.0% | +7.2% |
| 1Y | +11.0% | -36.7% | +47.7% | +15.8% |
| 3Y | +17.7% | +7.2% | +10.5% | +8.6% |
| 5Y | -25.7% | -40.9% | +15.2% | -28.6% |
| All | +89.5% | +517.5% | -428.0% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling