+34.5%
XLB vs ZS
+0.9%
+33.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | -0.6% |
| 7D | -0.2% | -9.2% | +9.0% | +0.4% |
| 30D | -1.7% | -4.0% | +2.3% | -1.6% |
| 3M | +4.4% | +25.3% | -20.9% | +2.5% |
| 6M | +5.0% | -1.3% | +6.3% | +4.0% |
| YTD | +15.5% | -28.0% | +43.5% | +19.0% |
| 1Y | +14.9% | -42.5% | +57.4% | +22.0% |
| 3Y | +34.5% | +0.7% | +33.8% | +23.9% |
| All | +34.5% | +0.9% | +33.6% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling