+46.1%
T vs ZS
+599.9%
-553.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.5% | -2.6% | +5.2% | +2.6% |
| 30D | -3.8% | -12.8% | +9.1% | -3.7% |
| 3M | -8.7% | +2.3% | -11.0% | -8.9% |
| 6M | -8.1% | +26.3% | -34.4% | -8.7% |
| YTD | -6.4% | -14.4% | +8.0% | -6.5% |
| 1Y | -9.8% | -37.6% | +27.9% | -9.2% |
| 3Y | +65.5% | +8.0% | +57.5% | +63.3% |
| 5Y | +57.0% | -44.9% | +101.8% | +54.8% |
| All | +46.1% | +599.9% | -553.7% | +23.2% |
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