+14.2%
LQD vs ZS
+0.7%
+13.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | -1.1% | -8.1% | +7.0% | -0.9% |
| 30D | -1.1% | -8.4% | +7.3% | -1.0% |
| 3M | -2.3% | +31.1% | -33.4% | -3.0% |
| 6M | -2.9% | +4.4% | -7.3% | -3.4% |
| YTD | -2.3% | -27.3% | +25.0% | -1.7% |
| 1Y | -2.2% | -41.4% | +39.2% | -1.0% |
| All | +14.2% | +0.7% | +13.5% | +9.6% |
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