-81.2%
PATH vs ZS
+7.6%
-88.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +1.7% |
| 7D | -5.3% | -16.9% | +11.6% | +5.2% |
| 30D | -0.5% | -7.4% | +6.9% | +3.0% |
| 3M | -7.1% | +21.6% | -28.7% | -19.1% |
| 6M | +23.8% | +42.4% | -18.6% | -8.1% |
| YTD | -20.7% | -12.1% | -8.6% | -21.9% |
| 1Y | -8.1% | -37.8% | +29.8% | +11.4% |
| 3Y | -21.8% | +20.9% | -42.7% | -40.7% |
| 5Y | -76.8% | -41.6% | -35.2% | -76.4% |
| All | -81.2% | +7.6% | -88.8% | -86.7% |
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