-68.1%
U vs ZS
-42.3%
-25.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.2% | +5.8% |
| 7D | +4.5% | -9.2% | +13.7% | +11.3% |
| 30D | -0.6% | -4.0% | +3.4% | +0.4% |
| 3M | +48.4% | +25.3% | +23.1% | +23.7% |
| 6M | +115.4% | -1.3% | +116.7% | +87.7% |
| YTD | -3.2% | -28.0% | +24.8% | +7.2% |
| 1Y | -6.0% | -42.5% | +36.4% | +22.4% |
| 3Y | +13.5% | +0.7% | +12.7% | -15.0% |
| All | -68.1% | -42.3% | -25.9% | -67.4% |
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