+110.3%
JCI vs ZS
-40.8%
+151.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.3% |
| 7D | +4.1% | -3.8% | +7.9% | +4.5% |
| 30D | -3.8% | -6.0% | +2.2% | -3.4% |
| 3M | -1.6% | +32.0% | -33.6% | -5.4% |
| 6M | +9.5% | +2.1% | +7.4% | +6.8% |
| YTD | +21.7% | -26.2% | +47.9% | +24.4% |
| 1Y | +37.1% | -41.2% | +78.3% | +45.2% |
| 3Y | +165.2% | +3.3% | +161.9% | +149.6% |
| 5Y | +110.3% | -40.7% | +151.0% | +98.0% |
| All | +110.3% | -40.8% | +151.1% | +98.0% |
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