+68.7%
XBI vs ZS
+498.3%
-429.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -4.6% | -3.1% | -1.5% | -4.0% |
| 30D | -2.0% | -7.2% | +5.2% | -0.8% |
| 3M | +17.8% | +30.5% | -12.7% | +10.1% |
| 6M | +23.7% | +7.0% | +16.7% | +16.9% |
| YTD | +28.2% | -26.8% | +55.1% | +31.6% |
| 1Y | +64.0% | -42.6% | +106.6% | +77.6% |
| 3Y | +99.4% | -0.3% | +99.7% | +81.9% |
| 5Y | +19.3% | -39.2% | +58.5% | +14.3% |
| All | +68.7% | +498.3% | -429.7% | -0.5% |
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 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