-68.9%
XYZ vs ZS
-42.1%
-26.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +1.5% |
| 7D | -1.0% | -7.8% | +6.9% | +2.8% |
| 30D | -1.7% | +5.0% | -6.8% | -4.8% |
| 3M | +16.7% | +25.5% | -8.8% | +2.9% |
| 6M | +26.9% | +8.7% | +18.2% | +10.2% |
| YTD | +27.1% | -24.5% | +51.7% | +33.2% |
| 1Y | +9.3% | -36.7% | +46.0% | +24.8% |
| 3Y | +42.3% | +7.2% | +35.1% | +12.5% |
| All | -68.9% | -42.1% | -26.7% | -71.8% |
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