+113.3%
EXC vs ZS
+494.5%
-381.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | -1.6% | -8.1% | +6.4% | -1.5% |
| 30D | -2.4% | -8.4% | +6.1% | -2.2% |
| 3M | -4.0% | +31.1% | -35.0% | -4.6% |
| 6M | -9.8% | +4.4% | -14.2% | -10.2% |
| YTD | +2.3% | -27.3% | +29.6% | +2.7% |
| 1Y | +3.8% | -41.4% | +45.2% | +4.8% |
| 3Y | +19.7% | +1.7% | +18.1% | +17.4% |
| 5Y | +45.6% | -39.6% | +85.2% | +43.2% |
| All | +113.3% | +494.5% | -381.2% | +83.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling