+68.4%
FITB vs ZS
-40.8%
+109.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.9% |
| 7D | -0.4% | -3.8% | +3.5% | +0.1% |
| 30D | -5.1% | -6.0% | +0.8% | -4.6% |
| 3M | +3.5% | +32.0% | -28.5% | -0.5% |
| 6M | +17.2% | +2.1% | +15.1% | +14.2% |
| YTD | +17.6% | -26.2% | +43.8% | +19.9% |
| 1Y | +23.4% | -41.2% | +64.5% | +29.8% |
| 3Y | +129.7% | +3.3% | +126.4% | +117.3% |
| 5Y | +68.4% | -40.7% | +109.1% | +60.6% |
| All | +68.4% | -40.8% | +109.2% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling