+44.9%
W vs ZS
+604.7%
-559.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | -7.4% | -13.7% | +6.3% | -0.4% |
| 30D | +7.8% | -14.2% | +22.0% | +15.5% |
| 3M | +10.9% | +8.5% | +2.3% | +3.2% |
| 6M | +86.4% | +30.2% | +56.3% | +48.1% |
| YTD | +14.0% | -13.8% | +27.8% | +9.3% |
| 1Y | +3.5% | -41.5% | +45.0% | +20.9% |
| 3Y | +164.8% | +10.7% | +154.0% | +112.9% |
| 5Y | -53.1% | -43.6% | -9.5% | -51.6% |
| All | +44.9% | +604.7% | -559.8% | -28.7% |
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 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