+158.2%
XLI vs ZS
+498.3%
-340.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +1.0% |
| 7D | -1.7% | -3.1% | +1.4% | -1.4% |
| 30D | -7.3% | -7.2% | -0.1% | -6.8% |
| 3M | -1.3% | +30.5% | -31.8% | -4.0% |
| 6M | +2.2% | +7.0% | -4.7% | 0.0% |
| YTD | +11.7% | -26.8% | +38.6% | +13.2% |
| 1Y | +14.3% | -42.6% | +56.9% | +18.6% |
| 3Y | +70.3% | -0.3% | +70.6% | +64.8% |
| 5Y | +82.3% | -39.2% | +121.5% | +77.3% |
| All | +158.2% | +498.3% | -340.1% | +95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling