+37.3%
IR vs ZS
-40.8%
+78.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.4% |
| 7D | -1.9% | -3.8% | +1.9% | -1.3% |
| 30D | -15.0% | -6.0% | -9.1% | -14.4% |
| 3M | -0.4% | +32.0% | -32.4% | -5.3% |
| 6M | -15.0% | +2.1% | -17.2% | -17.6% |
| YTD | -7.1% | -26.2% | +19.1% | -4.7% |
| 1Y | -7.5% | -41.2% | +33.6% | -1.2% |
| 3Y | +6.3% | +3.3% | +3.0% | -1.3% |
| 5Y | +37.3% | -40.7% | +78.1% | +35.0% |
| All | +37.3% | -40.8% | +78.1% | +35.0% |
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 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