+23.4%
W vs ZS
+494.5%
-471.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -1.9% |
| 7D | +0.5% | -8.1% | +8.5% | +4.5% |
| 30D | -5.6% | -8.4% | +2.9% | -2.4% |
| 3M | +41.9% | +31.1% | +10.8% | +22.5% |
| 6M | +30.2% | +4.4% | +25.8% | +16.2% |
| YTD | -2.9% | -27.3% | +24.4% | +3.4% |
| 1Y | +11.6% | -41.4% | +52.9% | +31.3% |
| 3Y | +37.0% | +1.7% | +35.3% | +17.2% |
| 5Y | -62.8% | -39.6% | -23.2% | -60.9% |
| All | +23.4% | +494.5% | -471.0% | -32.6% |
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