+419.3%
TER vs ZS
+608.8%
-189.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.2% |
| 7D | -8.9% | -13.4% | +4.5% | -5.7% |
| 30D | -39.1% | -16.6% | -22.5% | -36.4% |
| 3M | -32.8% | +10.3% | -43.1% | -35.1% |
| 6M | -31.7% | +28.1% | -59.9% | -38.4% |
| YTD | +26.9% | -13.3% | +40.3% | +23.7% |
| 1Y | +33.6% | -40.7% | +74.3% | +43.9% |
| 3Y | +181.5% | +11.4% | +170.2% | +148.2% |
| 5Y | +76.1% | -42.2% | +118.3% | +68.3% |
| All | +419.3% | +608.8% | -189.5% | +210.7% |
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