-7.3%
F vs ZS
-41.8%
+34.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | -3.9% | -5.2% | +1.4% | -3.9% |
| 30D | -0.5% | -15.5% | +15.0% | -0.5% |
| 3M | -12.9% | +9.0% | -21.9% | -13.3% |
| 6M | +1.5% | +32.2% | -30.6% | -0.3% |
| YTD | -5.0% | -14.1% | +9.1% | -4.0% |
| 1Y | -7.3% | -39.1% | +31.7% | -1.5% |
| All | -7.3% | -41.8% | +34.5% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling