-0.5%
XRT vs ZS
-44.0%
+43.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +4.1% | -13.4% | +17.5% | +7.0% |
| 30D | +9.9% | -16.6% | +26.5% | +13.4% |
| 3M | +2.3% | +10.3% | -8.1% | -1.2% |
| 6M | +9.6% | +28.1% | -18.5% | -0.4% |
| YTD | +9.1% | -13.3% | +22.5% | +7.5% |
| 1Y | +16.2% | -40.7% | +57.0% | +25.7% |
| 3Y | +60.1% | +11.4% | +48.7% | +41.3% |
| 5Y | -0.5% | -42.2% | +41.7% | -9.8% |
| All | -0.5% | -44.0% | +43.6% | -9.8% |
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