+105.6%
RF vs ZS
+599.9%
-494.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +1.9% | -2.6% | +4.6% | +2.2% |
| 30D | +7.3% | -12.8% | +20.2% | +8.4% |
| 3M | -7.9% | +2.3% | -10.2% | -8.6% |
| 6M | +10.5% | +26.3% | -15.7% | +6.7% |
| YTD | +9.6% | -14.4% | +24.1% | +9.0% |
| 1Y | +20.3% | -37.6% | +57.9% | +23.1% |
| 3Y | +119.5% | +8.0% | +111.5% | +111.7% |
| 5Y | +48.2% | -44.9% | +93.1% | +42.4% |
| All | +105.6% | +599.9% | -494.3% | +59.2% |
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