+130.7%
XRT vs ZS
+599.9%
-469.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.7% | -2.6% | +4.4% | +2.2% |
| 30D | +7.5% | -12.8% | +20.3% | +9.5% |
| 3M | +2.2% | +2.3% | -0.1% | +0.8% |
| 6M | +14.7% | +26.3% | -11.6% | +7.0% |
| YTD | +7.5% | -14.4% | +21.9% | +6.1% |
| 1Y | +14.1% | -37.6% | +51.8% | +18.9% |
| 3Y | +58.8% | +8.0% | +50.7% | +46.8% |
| 5Y | -3.9% | -44.9% | +40.9% | -8.6% |
| All | +130.7% | +599.9% | -469.2% | +57.3% |
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 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