+121.4%
FITB vs ZS
+494.5%
-373.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -1.0% | -8.1% | +7.1% | -0.3% |
| 30D | -5.5% | -8.4% | +2.9% | -4.9% |
| 3M | +4.1% | +31.1% | -27.0% | +1.5% |
| 6M | +18.7% | +4.4% | +14.3% | +16.6% |
| YTD | +18.2% | -27.3% | +45.5% | +19.6% |
| 1Y | +23.7% | -41.4% | +65.0% | +27.4% |
| 3Y | +130.8% | +1.7% | +129.1% | +124.5% |
| 5Y | +69.8% | -39.6% | +109.4% | +64.5% |
| All | +121.4% | +494.5% | -373.1% | +77.1% |
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 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