+94.3%
F vs ZS
+488.9%
-394.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.6% | +0.4% | -3.7% |
| 7D | +1.2% | -9.2% | +10.4% | +2.3% |
| 30D | +1.2% | -4.0% | +5.2% | +1.6% |
| 3M | -5.7% | +25.3% | -30.9% | -8.6% |
| 6M | +17.9% | -1.3% | +19.2% | +15.7% |
| YTD | +10.4% | -28.0% | +38.4% | +12.4% |
| 1Y | +25.3% | -42.5% | +67.8% | +31.2% |
| 3Y | +37.5% | +0.7% | +36.7% | +31.3% |
| 5Y | +46.5% | -42.3% | +88.8% | +40.2% |
| All | +94.3% | +488.9% | -394.6% | +52.2% |
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