+166.0%
JCI vs ZS
+2.4%
+163.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.2% |
| 7D | +4.1% | -3.8% | +7.9% | +4.3% |
| 30D | -3.8% | -6.0% | +2.2% | -3.5% |
| 3M | -1.6% | +32.0% | -33.6% | -4.2% |
| 6M | +9.5% | +2.1% | +7.4% | +8.2% |
| YTD | +21.7% | -26.2% | +47.9% | +27.5% |
| 1Y | +37.1% | -41.2% | +78.3% | +50.0% |
| All | +166.0% | +2.4% | +163.7% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling