+80.6%
O vs ZS
+602.6%
-522.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.4% | -5.2% | +4.8% | -0.2% |
| 30D | +8.3% | -15.5% | +23.8% | +8.8% |
| 3M | -4.0% | +9.0% | -12.9% | -4.5% |
| 6M | -2.6% | +32.2% | -34.8% | -4.2% |
| YTD | +9.9% | -14.1% | +24.0% | +9.8% |
| 1Y | +9.8% | -39.1% | +48.9% | +11.4% |
| 3Y | +39.7% | +10.4% | +29.3% | +36.7% |
| 5Y | +9.2% | -44.6% | +53.8% | +7.1% |
| All | +80.6% | +602.6% | -522.0% | +60.1% |
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