+54.9%
XLE vs ZS
+0.9%
+54.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.4% |
| 7D | 0.0% | -9.2% | +9.2% | +0.5% |
| 30D | +12.6% | -4.0% | +16.6% | +12.8% |
| 3M | +11.8% | +25.3% | -13.5% | +10.1% |
| 6M | +16.1% | -1.3% | +17.4% | +15.3% |
| YTD | +46.9% | -28.0% | +74.9% | +49.7% |
| 1Y | +53.3% | -42.5% | +95.7% | +59.5% |
| 3Y | +54.9% | +0.7% | +54.2% | +50.4% |
| All | +54.9% | +0.9% | +54.0% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling