+262.0%
TER vs ZS
+8.5%
+253.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.5% | +10.0% | +6.1% |
| 7D | +0.6% | -7.8% | +8.5% | +1.7% |
| 30D | -8.3% | +5.0% | -13.3% | -9.1% |
| 3M | -12.2% | +25.5% | -37.7% | -15.4% |
| 6M | +17.1% | +8.7% | +8.4% | +12.4% |
| YTD | +84.7% | -24.5% | +109.2% | +96.2% |
| 1Y | +199.9% | -36.7% | +236.6% | +234.4% |
| All | +262.0% | +8.5% | +253.5% | +203.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling