+40.5%
W vs ZS
+0.9%
+39.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.2% | +2.5% |
| 7D | +6.5% | -9.2% | +15.7% | +10.6% |
| 30D | -6.2% | -4.0% | -2.2% | -5.6% |
| 3M | +48.9% | +25.3% | +23.6% | +34.1% |
| 6M | +31.2% | -1.3% | +32.5% | +21.7% |
| YTD | -0.4% | -28.0% | +27.6% | +8.9% |
| 1Y | +14.8% | -42.5% | +57.3% | +41.1% |
| 3Y | +40.5% | +0.7% | +39.8% | -2.5% |
| All | +40.5% | +0.9% | +39.6% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling