+81.8%
XLI vs ZS
-38.5%
+120.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +1.0% |
| 7D | -1.7% | -3.1% | +1.4% | -1.3% |
| 30D | -7.3% | -7.2% | -0.1% | -6.7% |
| 3M | -1.3% | +30.5% | -31.8% | -4.5% |
| 6M | +2.2% | +7.0% | -4.7% | -0.5% |
| YTD | +11.7% | -26.8% | +38.6% | +13.9% |
| 1Y | +14.3% | -42.6% | +56.9% | +20.2% |
| 3Y | +70.3% | -0.3% | +70.6% | +63.1% |
| All | +81.8% | -38.5% | +120.3% | +72.4% |
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