+118.4%
XLU vs ZS
+498.3%
-379.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.3% |
| 7D | -1.6% | -3.1% | +1.5% | -1.5% |
| 30D | -3.3% | -7.2% | +3.9% | -3.2% |
| 3M | -3.2% | +30.5% | -33.6% | -3.9% |
| 6M | -7.0% | +7.0% | -13.9% | -7.5% |
| YTD | +0.6% | -26.8% | +27.5% | +1.2% |
| 1Y | +2.4% | -42.6% | +45.0% | +3.8% |
| 3Y | +46.3% | -0.3% | +46.6% | +44.5% |
| 5Y | +44.0% | -39.2% | +83.2% | +41.8% |
| All | +118.4% | +498.3% | -379.9% | +98.3% |
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