+55.4%
T vs ZS
-43.2%
+98.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.6% |
| 7D | +2.6% | -13.4% | +16.0% | +2.5% |
| 30D | -1.1% | -16.6% | +15.5% | -1.1% |
| 3M | -7.7% | +10.3% | -18.1% | -8.0% |
| 6M | -10.6% | +28.1% | -38.8% | -11.0% |
| YTD | -7.5% | -13.3% | +5.9% | -7.4% |
| 1Y | -7.4% | -40.7% | +33.3% | -6.6% |
| 3Y | +63.1% | +11.4% | +51.7% | +60.4% |
| All | +55.4% | -43.2% | +98.6% | +48.4% |
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