+46.8%
IR vs ZS
-43.7%
+90.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.6% |
| 7D | +5.0% | -11.1% | +16.1% | +6.8% |
| 30D | +10.3% | -14.8% | +25.2% | +12.5% |
| 3M | -0.1% | +18.0% | -18.1% | -3.6% |
| 6M | +14.8% | +30.8% | -16.1% | +6.8% |
| YTD | +9.7% | -11.5% | +21.3% | +8.6% |
| 1Y | +12.2% | -37.8% | +50.0% | +18.9% |
| 3Y | +30.0% | +16.6% | +13.4% | +18.1% |
| 5Y | +46.8% | -43.6% | +90.4% | +45.0% |
| All | +46.8% | -43.7% | +90.5% | +45.0% |
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