+655.6%
TER vs ZS
+517.5%
+138.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.5% | +10.0% | +6.5% |
| 7D | +0.6% | -7.8% | +8.5% | +2.4% |
| 30D | -8.3% | +5.0% | -13.3% | -9.7% |
| 3M | -12.2% | +25.5% | -37.7% | -17.6% |
| 6M | +17.1% | +8.7% | +8.4% | +9.1% |
| YTD | +84.7% | -24.5% | +109.2% | +87.4% |
| 1Y | +199.9% | -36.7% | +236.6% | +217.3% |
| 3Y | +232.8% | +7.2% | +225.6% | +196.8% |
| 5Y | +198.6% | -40.9% | +239.5% | +186.6% |
| All | +655.6% | +517.5% | +138.1% | +370.7% |
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