+67.3%
T vs ZS
+517.5%
-450.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.9% |
| 7D | -1.3% | -7.8% | +6.6% | -1.2% |
| 30D | +11.4% | +5.0% | +6.3% | +11.3% |
| 3M | +14.3% | +25.5% | -11.2% | +13.9% |
| 6M | -9.3% | +8.7% | -18.0% | -9.5% |
| YTD | +7.1% | -24.5% | +31.6% | +7.4% |
| 1Y | -9.1% | -36.7% | +27.6% | -8.6% |
| 3Y | +105.3% | +7.2% | +98.1% | +102.5% |
| 5Y | +66.8% | -40.9% | +107.7% | +64.4% |
| All | +67.3% | +517.5% | -450.1% | +41.5% |
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