+372.0%
JCI vs ZS
+517.5%
-145.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.3% |
| 7D | +3.8% | -7.8% | +11.7% | +4.5% |
| 30D | -5.7% | +5.0% | -10.7% | -6.2% |
| 3M | -1.4% | +25.5% | -26.9% | -3.7% |
| 6M | +4.1% | +8.7% | -4.6% | +1.7% |
| YTD | +21.7% | -24.5% | +46.3% | +23.1% |
| 1Y | +36.1% | -36.7% | +72.8% | +39.9% |
| 3Y | +154.4% | +7.2% | +147.2% | +145.0% |
| 5Y | +112.0% | -40.9% | +152.9% | +106.2% |
| All | +372.0% | +517.5% | -145.5% | +279.6% |
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