+165.3%
LOW vs ZS
+498.3%
-333.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -3.7% | -3.1% | -0.6% | -3.4% |
| 30D | -8.9% | -7.2% | -1.7% | -8.2% |
| 3M | -10.4% | +30.5% | -40.9% | -13.6% |
| 6M | -19.4% | +7.0% | -26.4% | -21.9% |
| YTD | -17.1% | -26.8% | +9.7% | -15.8% |
| 1Y | -26.3% | -42.6% | +16.3% | -22.8% |
| 3Y | -9.9% | -0.3% | -9.6% | -14.9% |
| 5Y | +6.1% | -39.2% | +45.3% | +1.6% |
| All | +165.3% | +498.3% | -333.1% | +81.1% |
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 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