+221.7%
XOM vs ZS
+498.3%
-276.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.4% |
| 7D | +4.1% | -3.1% | +7.2% | +4.2% |
| 30D | +4.6% | -7.2% | +11.8% | +4.8% |
| 3M | +14.0% | +30.5% | -16.5% | +12.8% |
| 6M | +11.0% | +7.0% | +4.0% | +10.2% |
| YTD | +40.7% | -26.8% | +67.5% | +41.4% |
| 1Y | +52.3% | -42.6% | +94.9% | +54.5% |
| 3Y | +60.5% | -0.3% | +60.8% | +57.9% |
| 5Y | +266.4% | -39.2% | +305.6% | +259.0% |
| All | +221.7% | +498.3% | -276.6% | +152.1% |
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