+123.5%
FITB vs ZS
+599.9%
-476.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +2.8% | -2.6% | +5.4% | +3.0% |
| 30D | +9.8% | -12.8% | +22.6% | +10.8% |
| 3M | -5.2% | +2.3% | -7.4% | -5.8% |
| 6M | +17.3% | +26.3% | -8.9% | +13.3% |
| YTD | +19.3% | -14.4% | +33.7% | +18.7% |
| 1Y | +32.7% | -37.6% | +70.3% | +35.8% |
| 3Y | +141.6% | +8.0% | +133.6% | +132.9% |
| 5Y | +48.9% | -44.9% | +93.7% | +42.7% |
| All | +123.5% | +599.9% | -476.4% | +75.7% |
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