+43.0%
XLC vs ZS
-43.5%
+86.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +3.5% | -13.7% | +17.1% | +6.0% |
| 30D | -2.6% | -14.2% | +11.6% | -0.3% |
| 3M | -2.1% | +8.5% | -10.6% | -4.7% |
| 6M | -5.5% | +30.2% | -35.7% | -13.1% |
| YTD | -6.9% | -13.8% | +6.9% | -7.9% |
| 1Y | -3.7% | -41.5% | +37.8% | +3.3% |
| 3Y | +64.2% | +10.7% | +53.5% | +47.8% |
| 5Y | +43.0% | -43.6% | +86.6% | +32.4% |
| All | +43.0% | -43.5% | +86.6% | +32.4% |
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