+398.6%
ZS vs XME
+248.4%
+150.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -3.1% | -4.2% | +1.1% | -1.7% |
| 30D | -7.2% | -2.7% | -4.5% | -6.5% |
| 3M | +30.5% | -3.9% | +34.4% | +31.6% |
| 6M | +7.0% | -1.0% | +8.0% | +5.5% |
| YTD | -26.8% | +9.8% | -36.7% | -31.3% |
| 1Y | -42.6% | +32.5% | -75.2% | -50.4% |
| 3Y | -0.3% | +124.3% | -124.7% | -30.6% |
| 5Y | -39.2% | +165.8% | -205.0% | -59.2% |
| All | +398.6% | +248.4% | +150.2% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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