+9.1%
IR vs ZS
-31.8%
+40.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.5% |
| 7D | +11.6% | -12.3% | +23.8% | +11.2% |
| 30D | +7.2% | +11.2% | -4.1% | +7.4% |
| 3M | -5.9% | +37.5% | -43.4% | -5.0% |
| 6M | +11.5% | +57.8% | -46.4% | +15.3% |
| YTD | +6.3% | -0.2% | +6.6% | +8.7% |
| 1Y | +9.1% | -31.6% | +40.7% | +12.3% |
| All | +9.1% | -31.8% | +40.9% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling