+403.3%
ZS vs Z
-44.9%
+448.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.8% |
| 7D | -3.8% | -7.1% | +3.2% | -1.4% |
| 30D | -6.0% | -4.8% | -1.2% | -4.5% |
| 3M | +32.0% | -9.3% | +41.3% | +35.7% |
| 6M | +2.1% | -29.0% | +31.1% | +13.1% |
| YTD | -26.2% | -52.9% | +26.7% | -6.6% |
| 1Y | -41.2% | -63.1% | +22.0% | -19.9% |
| 3Y | +3.3% | -36.9% | +40.2% | +11.3% |
| 5Y | -40.7% | -65.5% | +24.8% | -29.7% |
| All | +403.3% | -44.9% | +448.2% | +440.4% |
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