+72.6%
F vs ZS
+618.8%
-546.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | -0.4% |
| 7D | +1.6% | -16.9% | +18.4% | +3.6% |
| 30D | +2.6% | -7.4% | +10.1% | +3.2% |
| 3M | -8.8% | +21.6% | -30.4% | -11.7% |
| 6M | +4.6% | +42.4% | -37.7% | -2.3% |
| YTD | -1.9% | -12.1% | +10.2% | -3.2% |
| 1Y | -0.8% | -37.8% | +37.1% | +2.4% |
| 3Y | +43.5% | +20.9% | +22.6% | +33.3% |
| 5Y | -12.1% | -41.6% | +29.5% | -17.7% |
| All | +72.6% | +618.8% | -546.2% | +31.1% |
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