+53.8%
XLE vs ZS
-41.0%
+94.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | +0.8% |
| 7D | +0.3% | -3.8% | +4.2% | +0.3% |
| 30D | +8.5% | -6.0% | +14.5% | +8.5% |
| 3M | +14.6% | +32.0% | -17.4% | +14.9% |
| 6M | +17.6% | +2.1% | +15.4% | +18.1% |
| YTD | +48.1% | -26.2% | +74.2% | +45.7% |
| 1Y | +53.8% | -41.2% | +95.0% | +53.9% |
| All | +53.8% | -41.0% | +94.8% | +53.9% |
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