+103.1%
RF vs ZS
+602.6%
-499.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +0.4% | -5.2% | +5.6% | +0.8% |
| 30D | +5.6% | -15.5% | +21.1% | +6.9% |
| 3M | -8.9% | +9.0% | -17.8% | -10.0% |
| 6M | +7.1% | +32.2% | -25.1% | +2.9% |
| YTD | +8.3% | -14.1% | +22.4% | +7.7% |
| 1Y | +16.8% | -39.1% | +55.9% | +19.8% |
| 3Y | +115.0% | +10.4% | +104.6% | +106.9% |
| 5Y | +46.4% | -44.6% | +91.1% | +40.6% |
| All | +103.1% | +602.6% | -499.5% | +57.2% |
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