+56.2%
XYZ vs ZS
+604.7%
-548.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | -2.2% | -13.7% | +11.5% | +4.0% |
| 30D | +11.6% | -14.2% | +25.8% | +17.9% |
| 3M | +8.4% | +8.5% | -0.1% | +1.4% |
| 6M | +17.2% | +30.2% | -13.0% | -5.0% |
| YTD | +31.7% | -13.8% | +45.5% | +25.7% |
| 1Y | +30.1% | -41.5% | +71.6% | +48.3% |
| 3Y | +66.4% | +10.7% | +55.7% | +35.4% |
| 5Y | -62.2% | -43.6% | -18.6% | -61.7% |
| All | +56.2% | +604.7% | -548.5% | -29.1% |
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