+112.6%
XLB vs ZS
+604.7%
-492.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.6% | -13.7% | +12.0% | -0.4% |
| 30D | +7.2% | -14.2% | +21.4% | +8.5% |
| 3M | 0.0% | +8.5% | -8.5% | -1.3% |
| 6M | +2.3% | +30.2% | -27.9% | -1.8% |
| YTD | +18.4% | -13.8% | +32.3% | +17.7% |
| 1Y | +23.3% | -41.5% | +64.8% | +27.5% |
| 3Y | +45.2% | +10.7% | +34.5% | +38.4% |
| 5Y | +31.0% | -43.6% | +74.6% | +26.8% |
| All | +112.6% | +604.7% | -492.1% | +58.6% |
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