+25.1%
RF vs ZS
-31.8%
+56.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +2.3% | -12.3% | +14.5% | +2.4% |
| 30D | +7.2% | +11.2% | -4.0% | +7.1% |
| 3M | -8.2% | +37.5% | -45.7% | -8.8% |
| 6M | +7.0% | +57.8% | -50.8% | +5.7% |
| YTD | +10.3% | -0.2% | +10.5% | +10.5% |
| 1Y | +25.1% | -31.6% | +56.7% | +30.0% |
| All | +25.1% | -31.8% | +56.9% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling