+1.5%
XRT vs ZS
-37.1%
+38.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.1% |
| 7D | +0.8% | -7.8% | +8.6% | +1.0% |
| 30D | -4.2% | +5.0% | -9.2% | -4.4% |
| 3M | +5.1% | +25.5% | -20.4% | +4.4% |
| 6M | +2.4% | +8.7% | -6.3% | +1.4% |
| YTD | +3.2% | -24.5% | +27.7% | +5.2% |
| 1Y | +1.5% | -36.7% | +38.2% | +3.2% |
| All | +1.5% | -37.1% | +38.6% | +3.2% |
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 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