+29.5%
XLB vs ZS
-31.8%
+61.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.5% |
| 7D | +3.9% | -12.3% | +16.2% | +3.6% |
| 30D | +8.9% | +11.2% | -2.3% | +9.2% |
| 3M | +4.1% | +37.5% | -33.4% | +5.2% |
| 6M | +7.3% | +57.8% | -50.5% | +9.9% |
| YTD | +20.4% | -0.2% | +20.6% | +23.3% |
| 1Y | +29.5% | -31.6% | +61.2% | +34.4% |
| All | +29.5% | -31.8% | +61.4% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling