+35.0%
XLB vs ZS
-40.8%
+75.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.6% | -1.3% |
| 7D | -2.9% | -3.8% | +0.9% | -2.6% |
| 30D | -3.4% | -6.0% | +2.6% | -2.9% |
| 3M | +1.6% | +32.0% | -30.4% | -1.7% |
| 6M | +3.6% | +2.1% | +1.5% | +1.5% |
| YTD | +14.2% | -26.2% | +40.4% | +16.3% |
| 1Y | +15.6% | -41.2% | +56.7% | +20.9% |
| 3Y | +33.1% | +3.3% | +29.8% | +26.2% |
| 5Y | +35.0% | -40.7% | +75.8% | +26.7% |
| All | +35.0% | -40.8% | +75.8% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling