+165.2%
XLE vs ZS
+608.8%
-443.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | -6.7% | -13.4% | +6.7% | -6.0% |
| 30D | -4.4% | -16.6% | +12.2% | -3.5% |
| 3M | +4.0% | +10.3% | -6.3% | +3.1% |
| 6M | +13.2% | +28.1% | -15.0% | +10.6% |
| YTD | +41.9% | -13.3% | +55.2% | +41.4% |
| 1Y | +41.6% | -40.7% | +82.4% | +44.6% |
| 3Y | +64.0% | +11.4% | +52.6% | +59.2% |
| 5Y | +158.1% | -42.2% | +200.3% | +151.9% |
| All | +165.2% | +608.8% | -443.6% | +97.2% |
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