+119.9%
XEL vs ZS
+498.3%
-378.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -0.3% | -3.1% | +2.8% | -0.3% |
| 30D | -3.9% | -7.2% | +3.3% | -3.9% |
| 3M | -2.8% | +30.5% | -33.3% | -3.1% |
| 6M | -5.4% | +7.0% | -12.4% | -5.6% |
| YTD | +3.8% | -26.8% | +30.6% | +4.1% |
| 1Y | +6.8% | -42.6% | +49.4% | +7.6% |
| 3Y | +45.6% | -0.3% | +45.9% | +44.5% |
| 5Y | +30.7% | -39.2% | +69.9% | +29.4% |
| All | +119.9% | +498.3% | -378.5% | +105.6% |
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