+278.5%
JPM vs ZS
+599.9%
-321.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +3.5% | -2.6% | +6.1% | +3.7% |
| 30D | +3.3% | -12.8% | +16.1% | +4.0% |
| 3M | -4.2% | +2.3% | -6.5% | -4.7% |
| 6M | +16.4% | +26.3% | -9.9% | +13.4% |
| YTD | +9.5% | -14.4% | +23.9% | +9.1% |
| 1Y | +14.0% | -37.6% | +51.6% | +16.1% |
| 3Y | +153.1% | +8.0% | +145.0% | +146.2% |
| 5Y | +134.9% | -44.9% | +179.7% | +128.3% |
| All | +278.5% | +599.9% | -321.4% | +201.2% |
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