+487.3%
ZS vs Z
-49.5%
+536.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -13.7% | -13.1% | -0.6% | -9.5% |
| 30D | -14.2% | +5.9% | -20.0% | -16.6% |
| 3M | +8.5% | -13.7% | +22.2% | +12.5% |
| 6M | +30.2% | -27.1% | +57.3% | +41.8% |
| YTD | -13.8% | -56.8% | +43.0% | +10.7% |
| 1Y | -41.5% | -60.2% | +18.7% | -23.0% |
| 3Y | +10.7% | -19.7% | +30.4% | +8.6% |
| 5Y | -43.6% | -53.7% | +10.1% | -37.0% |
| All | +487.3% | -49.5% | +536.7% | +540.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling