+136.4%
EXPE vs ZS
+599.9%
-463.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.5% | -2.6% | +2.1% | 0.0% |
| 30D | -6.1% | -12.8% | +6.7% | -3.9% |
| 3M | -21.3% | +2.3% | -23.6% | -22.5% |
| 6M | +19.0% | +26.3% | -7.3% | +9.9% |
| YTD | -8.4% | -14.4% | +6.0% | -9.4% |
| 1Y | -2.8% | -37.6% | +34.8% | +2.0% |
| 3Y | +120.8% | +8.0% | +112.7% | +104.2% |
| 5Y | +46.2% | -44.9% | +91.1% | +38.0% |
| All | +136.4% | +599.9% | -463.5% | +65.0% |
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 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