+287.5%
JPM vs ZS
+498.3%
-210.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.7% |
| 7D | -0.7% | -3.1% | +2.4% | -0.5% |
| 30D | -2.5% | -7.2% | +4.8% | -2.1% |
| 3M | +14.1% | +30.5% | -16.3% | +11.9% |
| 6M | +25.1% | +7.0% | +18.1% | +23.3% |
| YTD | +12.1% | -26.8% | +39.0% | +13.2% |
| 1Y | +18.8% | -42.6% | +61.4% | +21.8% |
| 3Y | +163.4% | -0.3% | +163.7% | +158.5% |
| 5Y | +156.5% | -39.2% | +195.8% | +150.7% |
| All | +287.5% | +498.3% | -210.8% | +212.6% |
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 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