-63.9%
XYZ vs ZS
-42.0%
-21.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +3.1% |
| 7D | +12.1% | -16.9% | +29.0% | +21.7% |
| 30D | +12.4% | -7.4% | +19.8% | +14.9% |
| 3M | +8.2% | +21.6% | -13.4% | -5.2% |
| 6M | +20.7% | +42.4% | -21.7% | -10.0% |
| YTD | +31.3% | -12.1% | +43.4% | +24.2% |
| 1Y | +20.5% | -37.8% | +58.3% | +38.0% |
| 3Y | +72.6% | +20.9% | +51.7% | +26.1% |
| All | -63.9% | -42.0% | -21.9% | -65.8% |
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