-84.3%
TE vs ZS
-45.5%
-38.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | -19.1% | -2.6% | -16.4% | -18.3% |
| 30D | -34.1% | -12.8% | -21.3% | -31.2% |
| 3M | -60.1% | +2.3% | -62.4% | -61.1% |
| 6M | -66.0% | +26.3% | -92.2% | -70.7% |
| YTD | -71.4% | -14.4% | -57.0% | -71.9% |
| 1Y | -45.3% | -37.6% | -7.6% | -39.6% |
| 3Y | +9.1% | +8.0% | +1.1% | -9.2% |
| All | -84.3% | -45.5% | -38.9% | -83.2% |
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 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