+101.7%
RF vs ZS
+618.8%
-517.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.1% |
| 7D | -0.9% | -16.9% | +16.0% | +0.5% |
| 30D | +6.0% | -7.4% | +13.5% | +6.5% |
| 3M | -8.9% | +21.6% | -30.5% | -10.9% |
| 6M | +2.3% | +42.4% | -40.0% | -2.3% |
| YTD | +7.6% | -12.1% | +19.7% | +6.7% |
| 1Y | +21.2% | -37.8% | +59.0% | +24.0% |
| 3Y | +108.5% | +20.9% | +87.6% | +99.3% |
| 5Y | +43.2% | -41.6% | +84.8% | +37.2% |
| All | +101.7% | +618.8% | -517.1% | +55.8% |
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