+69.3%
XBI vs ZS
+494.5%
-425.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -4.6% | -8.1% | +3.5% | -2.9% |
| 30D | -0.8% | -8.4% | +7.6% | +0.7% |
| 3M | +21.8% | +31.1% | -9.2% | +13.8% |
| 6M | +23.2% | +4.4% | +18.8% | +17.0% |
| YTD | +28.7% | -27.3% | +56.1% | +32.3% |
| 1Y | +67.8% | -41.4% | +109.1% | +80.8% |
| 3Y | +100.6% | +1.7% | +99.0% | +82.1% |
| 5Y | +19.8% | -39.6% | +59.4% | +14.9% |
| All | +69.3% | +494.5% | -425.1% | 0.0% |
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