+64.2%
T vs ZS
-40.8%
+105.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.3% | -1.8% |
| 7D | -3.1% | -3.8% | +0.8% | -3.1% |
| 30D | +4.6% | -6.0% | +10.6% | +4.6% |
| 3M | +12.2% | +32.0% | -19.8% | +12.0% |
| 6M | -6.5% | +2.1% | -8.6% | -6.5% |
| YTD | +4.9% | -26.2% | +31.0% | +5.3% |
| 1Y | -10.5% | -41.2% | +30.7% | -9.8% |
| 3Y | +104.6% | +3.3% | +101.3% | +101.2% |
| 5Y | +64.2% | -40.7% | +104.9% | +58.1% |
| All | +64.2% | -40.8% | +105.0% | +58.1% |
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