-53.1%
W vs ZS
-43.5%
-9.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | -7.4% | -13.7% | +6.3% | +1.1% |
| 30D | +7.8% | -14.2% | +22.0% | +17.1% |
| 3M | +10.9% | +8.5% | +2.3% | +1.0% |
| 6M | +86.4% | +30.2% | +56.3% | +37.7% |
| YTD | +14.0% | -13.8% | +27.8% | +7.7% |
| 1Y | +3.5% | -41.5% | +45.0% | +27.7% |
| 3Y | +164.8% | +10.7% | +154.0% | +87.7% |
| 5Y | -53.1% | -43.6% | -9.5% | -56.7% |
| All | -53.1% | -43.5% | -9.6% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling