-28.1%
JD vs ZS
+608.8%
-636.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.2% |
| 7D | +5.2% | -13.4% | +18.6% | +8.2% |
| 30D | +4.5% | -16.6% | +21.1% | +7.9% |
| 3M | -15.4% | +10.3% | -25.7% | -18.7% |
| 6M | -6.0% | +28.1% | -34.2% | -15.2% |
| YTD | +2.2% | -13.3% | +15.5% | -0.4% |
| 1Y | -6.7% | -40.7% | +34.1% | -0.4% |
| 3Y | +20.5% | +11.4% | +9.2% | +4.4% |
| 5Y | -58.4% | -42.2% | -16.3% | -60.4% |
| All | -28.1% | +608.8% | -636.9% | -62.4% |
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