+375.4%
JCI vs ZS
+498.3%
-122.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | +0.7% | -3.1% | +3.8% | +1.0% |
| 30D | -4.4% | -7.2% | +2.8% | -4.0% |
| 3M | +1.7% | +30.5% | -28.8% | -1.0% |
| 6M | +8.8% | +7.0% | +1.8% | +6.4% |
| YTD | +22.6% | -26.8% | +49.5% | +24.3% |
| 1Y | +36.2% | -42.6% | +78.8% | +41.4% |
| 3Y | +168.0% | -0.3% | +168.3% | +159.8% |
| 5Y | +113.5% | -39.2% | +152.7% | +107.6% |
| All | +375.4% | +498.3% | -122.9% | +283.4% |
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