+39.4%
XOP vs ZS
+2.4%
+37.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.3% |
| 7D | +1.0% | -3.8% | +4.8% | +1.3% |
| 30D | +10.8% | -6.0% | +16.8% | +11.3% |
| 3M | +19.5% | +32.0% | -12.5% | +15.6% |
| 6M | +21.6% | +2.1% | +19.4% | +19.4% |
| YTD | +55.8% | -26.2% | +82.0% | +59.7% |
| 1Y | +54.6% | -41.2% | +95.8% | +64.2% |
| All | +39.4% | +2.4% | +37.0% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling