+228.2%
TER vs ZS
-40.8%
+268.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.6% | +2.5% |
| 7D | +12.4% | -3.8% | +16.2% | +13.2% |
| 30D | +5.1% | -6.0% | +11.1% | +6.2% |
| 3M | +4.0% | +32.0% | -28.0% | -4.1% |
| 6M | +29.5% | +2.1% | +27.4% | +22.2% |
| YTD | +98.5% | -26.2% | +124.6% | +104.5% |
| 1Y | +234.1% | -41.2% | +275.2% | +268.2% |
| 3Y | +289.0% | +3.3% | +285.7% | +240.6% |
| 5Y | +228.2% | -40.7% | +268.9% | +198.0% |
| All | +228.2% | -40.8% | +268.9% | +198.0% |
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