+339.6%
ZETA vs ZS
-42.5%
+382.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.5% |
| 7D | -0.1% | -3.8% | +3.8% | +2.0% |
| 30D | +10.5% | -6.0% | +16.4% | +13.8% |
| 3M | +44.3% | +32.0% | +12.3% | +25.3% |
| 6M | +59.4% | +2.1% | +57.3% | +49.9% |
| YTD | +49.5% | -26.2% | +75.6% | +64.7% |
| 1Y | +62.7% | -41.2% | +103.8% | +99.5% |
| 3Y | +274.6% | +3.3% | +271.3% | +229.6% |
| All | +339.6% | -42.5% | +382.1% | +313.4% |
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