+171.2%
ON vs ZS
+494.5%
-323.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.7% |
| 7D | -4.7% | -8.1% | +3.3% | -2.7% |
| 30D | -13.5% | -8.4% | -5.0% | -11.8% |
| 3M | -36.3% | +31.1% | -67.4% | -41.5% |
| 6M | +17.8% | +4.4% | +13.4% | +10.4% |
| YTD | +29.6% | -27.3% | +56.9% | +33.2% |
| 1Y | +45.8% | -41.4% | +87.2% | +58.8% |
| 3Y | -28.3% | +1.7% | -30.0% | -35.3% |
| 5Y | +49.6% | -39.6% | +89.2% | +44.5% |
| All | +171.2% | +494.5% | -323.2% | +64.5% |
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