+46.6%
XLE vs ZS
-41.8%
+88.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +4.4% | -5.2% | +9.6% | +4.4% |
| 30D | -4.3% | -15.5% | +11.2% | -4.2% |
| 3M | +6.0% | +9.0% | -2.9% | +6.4% |
| 6M | +13.2% | +32.2% | -19.0% | +15.0% |
| YTD | +46.7% | -14.1% | +60.8% | +42.9% |
| 1Y | +46.6% | -39.1% | +85.7% | +40.1% |
| All | +46.6% | -41.8% | +88.4% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling