+32.6%
NET vs ZS
-31.8%
+64.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.3% |
| 7D | -16.4% | -12.3% | -4.1% | -7.1% |
| 30D | -25.8% | +11.2% | -37.1% | -31.8% |
| 3M | -11.5% | +37.5% | -49.0% | -32.0% |
| 6M | +18.9% | +57.8% | -38.9% | -26.7% |
| YTD | +35.2% | -0.2% | +35.4% | +20.7% |
| 1Y | +14.5% | -31.6% | +46.1% | +40.3% |
| 3Y | +313.8% | +36.5% | +277.3% | +149.6% |
| 5Y | +32.6% | -32.4% | +64.9% | +54.3% |
| All | +32.6% | -31.8% | +64.3% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling