-62.3%
W vs ZS
-40.8%
-21.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -1.4% |
| 7D | +5.9% | -3.8% | +9.7% | +8.1% |
| 30D | -3.0% | -6.0% | +2.9% | -0.8% |
| 3M | +40.3% | +32.0% | +8.3% | +16.2% |
| 6M | +32.2% | +2.1% | +30.1% | +15.0% |
| YTD | -0.3% | -26.2% | +25.9% | +6.5% |
| 1Y | +16.2% | -41.2% | +57.3% | +42.6% |
| 3Y | +40.7% | +3.3% | +37.4% | +6.2% |
| 5Y | -62.3% | -40.7% | -21.6% | -62.5% |
| All | -62.3% | -40.8% | -21.6% | -62.5% |
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 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