+115.0%
XLP vs ZS
+608.8%
-493.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.2% |
| 7D | +2.3% | -13.4% | +15.7% | +2.9% |
| 30D | +9.1% | -16.6% | +25.7% | +9.8% |
| 3M | +7.9% | +10.3% | -2.5% | +7.1% |
| 6M | +9.6% | +28.1% | -18.5% | +7.7% |
| YTD | +19.4% | -13.3% | +32.8% | +19.2% |
| 1Y | +22.4% | -40.7% | +63.1% | +24.4% |
| 3Y | +43.2% | +11.4% | +31.8% | +39.4% |
| 5Y | +42.6% | -42.2% | +84.7% | +40.2% |
| All | +115.0% | +608.8% | -493.8% | +74.8% |
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