+16.1%
JPM vs ZS
-31.8%
+47.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | +3.8% | -12.3% | +16.0% | +3.9% |
| 30D | +6.5% | +11.2% | -4.8% | +6.2% |
| 3M | -1.0% | +37.5% | -38.5% | -1.8% |
| 6M | +15.5% | +57.8% | -42.3% | +14.6% |
| YTD | +11.4% | -0.2% | +11.6% | +10.7% |
| 1Y | +16.1% | -31.6% | +47.7% | +17.1% |
| All | +16.1% | -31.8% | +47.9% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling