+123.8%
EXC vs ZS
+608.8%
-485.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | +0.1% | -13.4% | +13.5% | +0.3% |
| 30D | +9.0% | -16.6% | +25.6% | +9.4% |
| 3M | +3.3% | +10.3% | -7.0% | +2.9% |
| 6M | +5.7% | +28.1% | -22.5% | +4.6% |
| YTD | +7.3% | -13.3% | +20.7% | +7.3% |
| 1Y | +2.9% | -40.7% | +43.7% | +4.0% |
| 3Y | +29.3% | +11.4% | +18.0% | +26.7% |
| 5Y | +40.1% | -42.2% | +82.2% | +38.7% |
| All | +123.8% | +608.8% | -485.0% | +92.1% |
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