-21.1%
LOW vs ZS
-37.1%
+15.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.1% |
| 7D | -1.7% | -7.8% | +6.1% | -2.1% |
| 30D | -7.0% | +5.0% | -12.1% | -6.7% |
| 3M | -0.9% | +25.5% | -26.4% | +0.6% |
| 6M | -20.1% | +8.7% | -28.8% | -18.7% |
| YTD | -13.9% | -24.5% | +10.6% | -13.0% |
| 1Y | -21.1% | -36.7% | +15.6% | -23.4% |
| All | -21.1% | -37.1% | +15.9% | -23.4% |
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 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