+22.6%
FITB vs ZS
-37.1%
+59.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | -0.1% |
| 7D | +0.6% | -7.8% | +8.4% | +0.7% |
| 30D | -4.7% | +5.0% | -9.8% | -4.8% |
| 3M | +6.7% | +25.5% | -18.9% | +6.4% |
| 6M | +12.6% | +8.7% | +3.9% | +12.6% |
| YTD | +19.1% | -24.5% | +43.6% | +20.2% |
| 1Y | +22.6% | -36.7% | +59.3% | +25.2% |
| All | +22.6% | -37.1% | +59.7% | +25.2% |
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 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