+41.2%
W vs ZS
+602.6%
-561.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | -1.7% | -5.2% | +3.6% | +1.0% |
| 30D | +3.2% | -15.5% | +18.7% | +11.4% |
| 3M | +8.3% | +9.0% | -0.7% | +0.6% |
| 6M | +84.3% | +32.2% | +52.1% | +45.2% |
| YTD | +11.0% | -14.1% | +25.1% | +6.7% |
| 1Y | -0.2% | -39.1% | +38.8% | +14.1% |
| 3Y | +157.9% | +10.4% | +147.5% | +107.7% |
| 5Y | -56.8% | -44.6% | -12.1% | -55.1% |
| All | +41.2% | +602.6% | -561.4% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling