+403.3%
ZS vs INVH
+57.2%
+346.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -3.8% | -2.3% | -1.5% | -2.9% |
| 30D | -6.0% | -5.7% | -0.3% | -3.6% |
| 3M | +32.0% | -4.5% | +36.5% | +34.4% |
| 6M | +2.1% | +11.0% | -8.8% | -3.2% |
| YTD | -26.2% | +3.7% | -29.8% | -28.1% |
| 1Y | -41.2% | -2.8% | -38.3% | -41.1% |
| 3Y | +3.3% | -7.1% | +10.5% | +4.2% |
| 5Y | -40.7% | -19.4% | -21.3% | -36.7% |
| All | +403.3% | +57.2% | +346.1% | +288.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 all: compounded portfolio wealth divided by compounded INVH 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…
all analysis · Full analysis span regression · 6 months rolling