+46.2%
EXC vs ZS
-42.6%
+88.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +0.7% |
| 7D | +1.2% | -9.2% | +10.4% | +1.2% |
| 30D | -2.7% | -4.0% | +1.3% | -2.7% |
| 3M | -1.0% | +25.3% | -26.3% | -1.0% |
| 6M | -9.3% | -1.3% | -8.0% | -9.3% |
| YTD | +3.6% | -28.0% | +31.6% | +3.8% |
| 1Y | +5.9% | -42.5% | +48.4% | +6.3% |
| 3Y | +21.3% | +0.7% | +20.6% | +19.3% |
| 5Y | +46.2% | -42.3% | +88.5% | +40.0% |
| All | +46.2% | -42.6% | +88.8% | +40.0% |
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