+129.9%
NOK vs ZS
+498.3%
-368.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.7% |
| 7D | +11.0% | -3.1% | +14.1% | +11.4% |
| 30D | +7.8% | -7.2% | +15.1% | +8.6% |
| 3M | -21.0% | +30.5% | -51.5% | -24.0% |
| 6M | +40.9% | +7.0% | +33.9% | +37.2% |
| YTD | +72.0% | -26.8% | +98.9% | +75.4% |
| 1Y | +140.9% | -42.6% | +183.5% | +153.3% |
| 3Y | +194.3% | -0.3% | +194.6% | +181.2% |
| 5Y | +112.5% | -39.2% | +151.7% | +106.0% |
| All | +129.9% | +498.3% | -368.4% | +67.7% |
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