+123.9%
XEL vs ZS
+488.9%
-365.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.2% | +1.6% |
| 7D | +1.3% | -9.2% | +10.5% | +1.4% |
| 30D | -1.5% | -4.0% | +2.5% | -1.5% |
| 3M | -0.2% | +25.3% | -25.5% | -0.4% |
| 6M | -5.4% | -1.3% | -4.1% | -5.5% |
| YTD | +5.6% | -28.0% | +33.7% | +6.0% |
| 1Y | +10.5% | -42.5% | +52.9% | +11.2% |
| 3Y | +49.2% | +0.7% | +48.5% | +48.1% |
| 5Y | +30.1% | -42.3% | +72.4% | +28.9% |
| All | +123.9% | +488.9% | -365.0% | +109.4% |
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