+32.6%
XYZ vs ZS
-38.6%
+71.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | +14.9% | -11.1% | +26.0% | +16.3% |
| 30D | +14.7% | -14.8% | +29.5% | +16.3% |
| 3M | +12.1% | +18.0% | -5.9% | +9.4% |
| 6M | +18.3% | +30.8% | -12.5% | +11.1% |
| YTD | +36.1% | -11.5% | +47.6% | +38.4% |
| All | +32.6% | -38.6% | +71.1% | +37.8% |
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 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