+32.9%
XLV vs ZS
-31.8%
+64.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | +5.5% | -12.3% | +17.8% | +5.6% |
| 30D | +13.3% | +11.2% | +2.1% | +13.2% |
| 3M | +17.4% | +37.5% | -20.1% | +17.1% |
| 6M | +32.1% | +57.8% | -25.7% | +32.1% |
| YTD | +24.0% | -0.2% | +24.3% | +27.2% |
| 1Y | +32.9% | -31.6% | +64.5% | +41.3% |
| All | +32.9% | -31.8% | +64.7% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling