+102.9%
F vs ZS
+517.5%
-414.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.0% |
| 7D | +5.3% | -7.8% | +13.2% | +6.3% |
| 30D | +4.6% | +5.0% | -0.5% | +3.8% |
| 3M | -3.7% | +25.5% | -29.2% | -6.7% |
| 6M | +16.8% | +8.7% | +8.1% | +13.1% |
| YTD | +15.3% | -24.5% | +39.8% | +16.7% |
| 1Y | +31.0% | -36.7% | +67.7% | +35.4% |
| 3Y | +45.4% | +7.2% | +38.2% | +37.8% |
| 5Y | +54.7% | -40.9% | +95.6% | +47.3% |
| All | +102.9% | +517.5% | -414.6% | +58.1% |
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