+395.4%
ZS vs Z
-46.4%
+441.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.6% |
| 7D | -8.1% | -11.6% | +3.5% | -4.1% |
| 30D | -8.4% | -8.5% | 0.0% | -5.8% |
| 3M | +31.1% | -7.9% | +39.0% | +34.1% |
| 6M | +4.4% | -29.1% | +33.5% | +15.7% |
| YTD | -27.3% | -54.2% | +26.9% | -7.2% |
| 1Y | -41.4% | -63.5% | +22.2% | -19.9% |
| 3Y | +1.7% | -38.6% | +40.3% | +10.6% |
| 5Y | -39.6% | -66.0% | +26.4% | -27.9% |
| All | +395.4% | -46.4% | +441.8% | +436.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded Z 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling