+129.7%
XRT vs ZS
+602.6%
-472.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -0.4% | -5.2% | +4.8% | +0.4% |
| 30D | +7.5% | -15.5% | +23.0% | +10.0% |
| 3M | +2.3% | +9.0% | -6.6% | -0.1% |
| 6M | +12.8% | +32.2% | -19.4% | +4.4% |
| YTD | +7.1% | -14.1% | +21.1% | +5.6% |
| 1Y | +12.3% | -39.1% | +51.3% | +17.5% |
| 3Y | +57.0% | +10.4% | +46.6% | +44.7% |
| 5Y | -4.3% | -44.6% | +40.3% | -9.1% |
| All | +129.7% | +602.6% | -472.9% | +56.5% |
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