+150.5%
IR vs ZS
+517.5%
-367.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.8% |
| 7D | -2.8% | -7.8% | +5.0% | -1.9% |
| 30D | -15.1% | +5.0% | -20.2% | -15.8% |
| 3M | +6.1% | +25.5% | -19.5% | +2.6% |
| 6M | -16.8% | +8.7% | -25.5% | -19.4% |
| YTD | -3.5% | -24.5% | +21.0% | -2.3% |
| 1Y | -3.5% | -36.7% | +33.2% | -0.1% |
| 3Y | +9.5% | +7.2% | +2.3% | +3.9% |
| 5Y | +45.1% | -40.9% | +86.0% | +41.0% |
| All | +150.5% | +517.5% | -367.0% | +82.3% |
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 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