+171.5%
XLE vs ZS
+517.5%
-345.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.4% |
| 3M | +9.8% | +25.5% | -15.7% | +8.2% |
| 6M | +15.6% | +8.7% | +6.9% | +14.0% |
| YTD | +45.3% | -24.5% | +69.8% | +46.2% |
| 1Y | +48.3% | -36.7% | +85.0% | +50.7% |
| 3Y | +55.4% | +7.2% | +48.2% | +51.4% |
| 5Y | +216.1% | -40.9% | +257.0% | +209.1% |
| All | +171.5% | +517.5% | -345.9% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling