+142.5%
XLC vs ZS
+325.7%
-183.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.4% |
| 7D | -0.8% | -7.8% | +7.0% | +0.5% |
| 30D | +1.0% | +5.0% | -4.0% | -0.1% |
| 3M | -0.7% | +25.5% | -26.2% | -5.0% |
| 6M | -5.1% | +8.7% | -13.8% | -9.2% |
| YTD | -4.3% | -24.5% | +20.2% | -2.7% |
| 1Y | -0.6% | -36.7% | +36.1% | +4.0% |
| 3Y | +72.7% | +7.2% | +65.5% | +59.4% |
| 5Y | +38.0% | -40.9% | +78.9% | +32.7% |
| All | +142.5% | +325.7% | -183.2% | +47.4% |
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 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