-53.1%
TEAM vs ZS
-40.8%
-12.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.8% | -0.9% |
| 7D | -4.7% | -3.8% | -0.8% | -2.2% |
| 30D | +17.0% | -6.0% | +23.0% | +21.4% |
| 3M | +85.9% | +32.0% | +53.9% | +57.0% |
| 6M | +116.7% | +2.1% | +114.5% | +100.6% |
| YTD | +9.6% | -26.2% | +35.8% | +24.7% |
| 1Y | -2.5% | -41.2% | +38.6% | +25.4% |
| 3Y | -14.0% | +3.3% | -17.3% | -28.3% |
| 5Y | -53.1% | -40.7% | -12.4% | -47.1% |
| All | -53.1% | -40.8% | -12.3% | -47.1% |
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