+72.6%
XYZ vs ZS
+18.6%
+54.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.6% |
| 7D | +12.1% | -16.9% | +29.0% | +18.3% |
| 30D | +12.4% | -7.4% | +19.8% | +14.0% |
| 3M | +8.2% | +21.6% | -13.4% | -0.7% |
| 6M | +20.7% | +42.4% | -21.7% | -2.2% |
| YTD | +31.3% | -12.1% | +43.4% | +31.9% |
| 1Y | +20.5% | -37.8% | +58.3% | +44.7% |
| 3Y | +72.6% | +20.9% | +51.7% | +32.0% |
| All | +72.6% | +18.6% | +54.0% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling