+72.0%
F vs ZS
+604.7%
-532.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | -2.1% | -13.7% | +11.5% | -0.5% |
| 30D | +3.3% | -14.2% | +17.5% | +4.8% |
| 3M | -11.3% | +8.5% | -19.9% | -13.0% |
| 6M | +5.3% | +30.2% | -24.9% | -0.5% |
| YTD | -2.2% | -13.8% | +11.6% | -3.3% |
| 1Y | -3.5% | -41.5% | +38.0% | +0.4% |
| 3Y | +49.5% | +10.7% | +38.8% | +40.4% |
| 5Y | -13.5% | -43.6% | +30.1% | -18.8% |
| All | +72.0% | +604.7% | -532.7% | +31.0% |
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