+167.1%
RTX vs ZS
-42.6%
+209.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.7% |
| 7D | -3.1% | -9.2% | +6.1% | -2.5% |
| 30D | -10.6% | -4.0% | -6.6% | -10.4% |
| 3M | +11.6% | +25.3% | -13.6% | +9.9% |
| 6M | -4.5% | -1.3% | -3.2% | -5.3% |
| YTD | +9.6% | -28.0% | +37.6% | +11.1% |
| 1Y | +30.8% | -42.5% | +73.3% | +34.9% |
| 3Y | +152.8% | +0.7% | +152.1% | +146.5% |
| 5Y | +167.1% | -42.3% | +209.4% | +160.3% |
| All | +167.1% | -42.6% | +209.7% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling