+139.8%
IR vs ZS
+494.5%
-354.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -3.1% | -8.1% | +5.0% | -2.1% |
| 30D | -14.0% | -8.4% | -5.6% | -13.2% |
| 3M | +3.7% | +31.1% | -27.3% | -0.2% |
| 6M | -15.4% | +4.4% | -19.8% | -17.6% |
| YTD | -7.7% | -27.3% | +19.6% | -6.0% |
| 1Y | -8.8% | -41.4% | +32.5% | -4.6% |
| 3Y | +5.6% | +1.7% | +3.9% | +0.9% |
| 5Y | +34.3% | -39.6% | +73.9% | +30.5% |
| All | +139.8% | +494.5% | -354.7% | +75.3% |
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 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