-9.1%
LOW vs ZS
+2.4%
-11.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.2% |
| 7D | -0.6% | -3.8% | +3.2% | -0.5% |
| 30D | -9.3% | -6.0% | -3.3% | -9.1% |
| 3M | -8.1% | +32.0% | -40.1% | -9.1% |
| 6M | -19.8% | +2.1% | -21.9% | -20.3% |
| YTD | -16.4% | -26.2% | +9.8% | -14.3% |
| 1Y | -24.7% | -41.2% | +16.5% | -20.9% |
| All | -9.1% | +2.4% | -11.4% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling