+136.0%
XLC vs ZS
+382.5%
-246.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | +3.7% | -2.6% | +6.3% | +4.2% |
| 30D | -1.9% | -12.8% | +10.9% | 0.0% |
| 3M | -3.1% | +2.3% | -5.4% | -4.5% |
| 6M | -6.4% | +26.3% | -32.6% | -12.9% |
| YTD | -6.8% | -14.4% | +7.6% | -8.0% |
| 1Y | -1.7% | -37.6% | +35.9% | +2.8% |
| 3Y | +64.7% | +8.0% | +56.7% | +51.1% |
| 5Y | +41.1% | -44.9% | +86.0% | +36.0% |
| All | +136.0% | +382.5% | -246.5% | +39.3% |
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