+261.2%
V vs ZS
+608.8%
-347.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | +0.8% | -13.4% | +14.2% | +2.5% |
| 30D | +9.9% | -16.6% | +26.5% | +12.1% |
| 3M | +17.5% | +10.3% | +7.2% | +15.2% |
| 6M | +33.5% | +28.1% | +5.3% | +26.5% |
| YTD | +21.6% | -13.3% | +34.9% | +20.3% |
| 1Y | +27.6% | -40.7% | +68.3% | +32.6% |
| 3Y | +76.4% | +11.4% | +65.0% | +65.1% |
| 5Y | +103.8% | -42.2% | +146.0% | +97.1% |
| All | +261.2% | +608.8% | -347.6% | +133.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling