+284.6%
JPM vs ZS
+488.9%
-204.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.1% |
| 7D | -0.4% | -9.2% | +8.8% | +0.2% |
| 30D | -1.1% | -4.0% | +2.9% | -1.0% |
| 3M | +14.1% | +25.3% | -11.2% | +12.2% |
| 6M | +23.3% | -1.3% | +24.6% | +22.2% |
| YTD | +11.3% | -28.0% | +39.3% | +12.5% |
| 1Y | +23.0% | -42.5% | +65.5% | +26.1% |
| 3Y | +162.6% | +0.7% | +161.8% | +157.5% |
| 5Y | +152.8% | -42.3% | +195.1% | +147.5% |
| All | +284.6% | +488.9% | -204.3% | +210.5% |
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