+114.5%
EXC vs ZS
+517.5%
-402.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -1.0% |
| 7D | +0.3% | -7.8% | +8.1% | +0.5% |
| 30D | -3.7% | +5.0% | -8.8% | -3.9% |
| 3M | -1.3% | +25.5% | -26.8% | -1.9% |
| 6M | -9.7% | +8.7% | -18.4% | -10.2% |
| YTD | +2.9% | -24.5% | +27.4% | +3.2% |
| 1Y | +4.4% | -36.7% | +41.1% | +5.2% |
| 3Y | +22.2% | +7.2% | +15.0% | +19.6% |
| 5Y | +46.7% | -40.9% | +87.6% | +44.6% |
| All | +114.5% | +517.5% | -402.9% | +84.9% |
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