-74.5%
U vs ZS
-44.3%
-30.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | +2.8% | -5.2% | +8.1% | +6.3% |
| 30D | +7.6% | -15.5% | +23.1% | +17.7% |
| 3M | +12.7% | +9.0% | +3.7% | -0.5% |
| 6M | +87.0% | +32.2% | +54.8% | +29.3% |
| YTD | +13.6% | -14.1% | +27.7% | +6.1% |
| 1Y | +25.3% | -39.1% | +64.4% | +52.2% |
| 3Y | +85.8% | +10.4% | +75.4% | +27.1% |
| 5Y | -74.5% | -44.6% | -29.8% | -74.8% |
| All | -74.5% | -44.3% | -30.2% | -74.8% |
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