+20.1%
W vs ZS
-37.1%
+57.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +3.4% |
| 7D | -4.2% | -7.8% | +3.7% | -2.6% |
| 30D | -7.6% | +5.0% | -12.6% | -8.9% |
| 3M | +37.2% | +25.5% | +11.6% | +31.1% |
| 6M | +26.3% | +8.7% | +17.6% | +18.7% |
| YTD | -1.0% | -24.5% | +23.5% | -1.0% |
| 1Y | +20.1% | -36.7% | +56.8% | +19.7% |
| All | +20.1% | -37.1% | +57.2% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling