+643.2%
GEV vs ZS
-18.0%
+661.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.7% | +4.0% |
| 7D | +8.1% | -9.2% | +17.3% | +9.9% |
| 30D | -1.9% | -4.0% | +2.1% | -1.5% |
| 3M | +4.1% | +25.3% | -21.2% | -1.2% |
| 6M | +23.2% | -1.3% | +24.5% | +19.9% |
| YTD | +48.9% | -28.0% | +76.9% | +62.8% |
| 1Y | +62.2% | -42.5% | +104.7% | +93.4% |
| All | +643.2% | -18.0% | +661.1% | +687.5% |
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