+116.7%
RF vs ZS
+517.5%
-400.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.3% |
| 7D | +1.3% | -7.8% | +9.1% | +2.0% |
| 30D | -3.6% | +5.0% | -8.7% | -4.2% |
| 3M | +8.1% | +25.5% | -17.5% | +5.7% |
| 6M | +11.5% | +8.7% | +2.8% | +9.1% |
| YTD | +15.6% | -24.5% | +40.1% | +16.6% |
| 1Y | +15.7% | -36.7% | +52.4% | +18.4% |
| 3Y | +86.9% | +7.2% | +79.7% | +81.2% |
| 5Y | +89.8% | -40.9% | +130.7% | +83.9% |
| All | +116.7% | +517.5% | -400.7% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling