+133.6%
XLC vs ZS
+384.4%
-250.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.1% | -5.2% | +8.3% | +4.0% |
| 30D | -4.2% | -15.5% | +11.3% | -1.8% |
| 3M | -2.1% | +9.0% | -11.1% | -4.6% |
| 6M | -6.6% | +32.2% | -38.8% | -13.8% |
| YTD | -7.8% | -14.1% | +6.3% | -9.0% |
| 1Y | -4.1% | -39.1% | +35.0% | +0.7% |
| 3Y | +62.6% | +10.4% | +52.2% | +48.6% |
| 5Y | +39.6% | -44.6% | +84.3% | +34.5% |
| All | +133.6% | +384.4% | -250.8% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling