+123.2%
FITB vs ZS
+517.5%
-394.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.2% |
| 7D | +0.6% | -7.8% | +8.4% | +1.2% |
| 30D | -4.7% | +5.0% | -9.8% | -5.3% |
| 3M | +6.7% | +25.5% | -18.9% | +4.4% |
| 6M | +12.6% | +8.7% | +3.9% | +10.1% |
| YTD | +19.1% | -24.5% | +43.6% | +20.2% |
| 1Y | +22.6% | -36.7% | +59.3% | +25.5% |
| 3Y | +127.1% | +7.2% | +119.9% | +120.0% |
| 5Y | +71.8% | -40.9% | +112.7% | +66.2% |
| All | +123.2% | +517.5% | -394.3% | +78.0% |
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