+102.6%
XLB vs ZS
+494.5%
-391.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -3.5% | -8.1% | +4.5% | -2.8% |
| 30D | -4.7% | -8.4% | +3.8% | -4.1% |
| 3M | +2.7% | +31.1% | -28.3% | -0.1% |
| 6M | +2.6% | +4.4% | -1.8% | +0.6% |
| YTD | +12.8% | -27.3% | +40.2% | +14.4% |
| 1Y | +14.0% | -41.4% | +55.3% | +17.8% |
| 3Y | +31.5% | +1.7% | +29.8% | +26.6% |
| 5Y | +33.4% | -39.6% | +73.0% | +29.3% |
| All | +102.6% | +494.5% | -391.8% | +54.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling