+218.0%
XLE vs ZS
-42.1%
+260.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.6% |
| 7D | +2.2% | -7.8% | +10.0% | +2.7% |
| 30D | +11.8% | +5.0% | +6.7% | +11.3% |
| 3M | +9.8% | +25.5% | -15.7% | +8.0% |
| 6M | +15.6% | +8.7% | +6.9% | +13.9% |
| YTD | +45.3% | -24.5% | +69.8% | +46.6% |
| 1Y | +48.3% | -36.7% | +85.0% | +51.4% |
| 3Y | +55.4% | +7.2% | +48.2% | +50.6% |
| All | +218.0% | -42.1% | +260.1% | +211.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling