+122.8%
XLV vs ZS
+498.3%
-375.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -3.6% | -3.1% | -0.5% | -3.3% |
| 30D | -1.8% | -7.2% | +5.4% | -1.4% |
| 3M | +7.8% | +30.5% | -22.7% | +5.3% |
| 6M | +9.1% | +7.0% | +2.1% | +7.1% |
| YTD | +7.7% | -26.8% | +34.6% | +9.0% |
| 1Y | +20.4% | -42.6% | +63.0% | +24.2% |
| 3Y | +30.8% | -0.3% | +31.1% | +26.5% |
| 5Y | +34.6% | -39.2% | +73.8% | +31.3% |
| All | +122.8% | +498.3% | -375.5% | +65.2% |
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