-2.0%
XRT vs ZS
-41.0%
+39.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.7% |
| 7D | -2.4% | -3.8% | +1.4% | -2.3% |
| 30D | -6.9% | -6.0% | -1.0% | -6.8% |
| 3M | -0.4% | +32.0% | -32.4% | -1.1% |
| 6M | +2.2% | +2.1% | +0.1% | +1.6% |
| YTD | -0.7% | -26.2% | +25.5% | +1.3% |
| 1Y | -2.0% | -41.2% | +39.2% | +1.2% |
| All | -2.0% | -41.0% | +39.0% | +1.2% |
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