+243.8%
ZETA vs ZS
-16.1%
+259.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +1.3% |
| 7D | -6.5% | -8.1% | +1.6% | -2.5% |
| 30D | +4.8% | -8.4% | +13.3% | +9.4% |
| 3M | +53.3% | +31.1% | +22.3% | +33.8% |
| 6M | +66.8% | +4.4% | +62.4% | +55.1% |
| YTD | +50.2% | -27.3% | +77.5% | +66.6% |
| 1Y | +62.0% | -41.4% | +103.4% | +98.7% |
| 3Y | +276.4% | +1.7% | +274.7% | +234.6% |
| 5Y | +341.6% | -39.6% | +381.2% | +338.2% |
| All | +243.8% | -16.1% | +259.8% | +277.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling