+20.7%
XYZ vs ZS
+42.5%
-21.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +1.9% |
| 7D | +12.1% | -16.9% | +29.0% | +13.7% |
| 30D | +12.4% | -7.4% | +19.8% | +12.7% |
| 3M | +8.2% | +21.6% | -13.4% | +6.2% |
| 6M | +20.7% | +42.4% | -21.7% | +17.3% |
| All | +20.7% | +42.5% | -21.8% | +17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling