+174.7%
ON vs ZS
+599.9%
-425.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | +12.2% | -2.6% | +14.9% | +13.0% |
| 30D | -3.1% | -12.8% | +9.7% | +0.2% |
| 3M | -12.9% | +2.3% | -15.2% | -14.6% |
| 6M | -38.6% | +26.3% | -64.9% | -45.2% |
| YTD | +31.2% | -14.4% | +45.7% | +28.0% |
| 1Y | +47.6% | -37.6% | +85.3% | +57.3% |
| 3Y | +6.6% | +8.0% | -1.4% | -5.8% |
| 5Y | +21.3% | -44.9% | +66.1% | +17.1% |
| All | +174.7% | +599.9% | -425.2% | +58.0% |
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