+118.1%
XLP vs ZS
+599.9%
-481.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +2.5% | -2.6% | +5.1% | +2.6% |
| 30D | +7.3% | -12.8% | +20.1% | +7.8% |
| 3M | +8.1% | +2.3% | +5.8% | +7.7% |
| 6M | +10.5% | +26.3% | -15.8% | +8.6% |
| YTD | +21.2% | -14.4% | +35.6% | +21.0% |
| 1Y | +22.7% | -37.6% | +60.3% | +24.4% |
| 3Y | +44.8% | +8.0% | +36.8% | +41.2% |
| 5Y | +44.7% | -44.9% | +89.6% | +42.7% |
| All | +118.1% | +599.9% | -481.8% | +77.4% |
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