-0.7%
XRT vs ZS
-42.6%
+41.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.5% | -1.2% |
| 7D | -0.3% | -9.2% | +9.0% | +1.7% |
| 30D | -5.6% | -4.0% | -1.6% | -5.2% |
| 3M | +2.5% | +25.3% | -22.7% | -3.0% |
| 6M | +3.7% | -1.3% | +5.0% | -0.1% |
| YTD | +1.0% | -28.0% | +29.0% | +4.4% |
| 1Y | -1.2% | -42.5% | +41.3% | +7.5% |
| 3Y | +43.4% | +0.7% | +42.6% | +29.5% |
| 5Y | -0.7% | -42.3% | +41.6% | -8.4% |
| All | -0.7% | -42.6% | +41.9% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling