+403.3%
ZS vs M
+5.7%
+397.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +3.1% |
| 7D | -3.8% | -4.1% | +0.2% | -3.4% |
| 30D | -6.0% | -13.6% | +7.6% | -4.4% |
| 3M | +32.0% | -2.3% | +34.3% | +32.0% |
| 6M | +2.1% | +21.9% | -19.8% | -0.5% |
| YTD | -26.2% | -0.6% | -25.6% | -26.5% |
| 1Y | -41.2% | +29.7% | -70.9% | -43.4% |
| 3Y | +3.3% | +107.3% | -104.0% | -7.8% |
| 5Y | -40.7% | +20.5% | -61.2% | -43.9% |
| All | +403.3% | +5.7% | +397.6% | +509.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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