-80.5%
JBLU vs ZS
+498.3%
-578.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -5.0% | -3.1% | -1.9% | -4.6% |
| 30D | -23.9% | -7.2% | -16.7% | -23.3% |
| 3M | -11.6% | +30.5% | -42.1% | -15.4% |
| 6M | -0.2% | +7.0% | -7.2% | -3.8% |
| YTD | -3.3% | -26.8% | +23.5% | -1.7% |
| 1Y | -15.4% | -42.6% | +27.2% | -11.0% |
| 3Y | -14.7% | -0.3% | -14.4% | -18.8% |
| 5Y | -70.0% | -39.2% | -30.8% | -71.5% |
| All | -80.5% | +498.3% | -578.8% | -84.2% |
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