+356.1%
NRG vs ZS
+498.3%
-142.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | -4.7% | -3.1% | -1.6% | -4.5% |
| 30D | -6.0% | -7.2% | +1.2% | -5.6% |
| 3M | -8.0% | +30.5% | -38.4% | -10.5% |
| 6M | -23.2% | +7.0% | -30.1% | -24.9% |
| YTD | -28.1% | -26.8% | -1.2% | -27.2% |
| 1Y | -27.3% | -42.6% | +15.3% | -24.7% |
| 3Y | +208.7% | -0.3% | +209.0% | +201.0% |
| 5Y | +197.7% | -39.2% | +236.9% | +190.4% |
| All | +356.1% | +498.3% | -142.2% | +286.6% |
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 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