+154.5%
MAR vs ZS
+498.3%
-343.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -0.5% | -3.1% | +2.6% | -0.2% |
| 30D | -5.4% | -7.2% | +1.8% | -4.8% |
| 3M | -15.5% | +30.5% | -46.0% | -18.3% |
| 6M | +3.0% | +7.0% | -4.0% | +0.1% |
| YTD | +8.5% | -26.8% | +35.4% | +10.0% |
| 1Y | +26.0% | -42.6% | +68.6% | +31.2% |
| 3Y | +68.6% | -0.3% | +68.9% | +62.3% |
| 5Y | +157.4% | -39.2% | +196.6% | +147.9% |
| All | +154.5% | +498.3% | -343.8% | +105.4% |
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 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