+485.5%
ZS vs Z
-50.6%
+536.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.5% |
| 7D | -5.2% | -4.9% | -0.3% | -3.7% |
| 30D | -15.5% | +3.0% | -18.5% | -17.1% |
| 3M | +9.0% | -13.4% | +22.4% | +12.8% |
| 6M | +32.2% | -27.3% | +59.5% | +44.1% |
| YTD | -14.1% | -57.8% | +43.7% | +11.2% |
| 1Y | -39.1% | -60.0% | +21.0% | -19.9% |
| 3Y | +10.4% | -21.5% | +31.9% | +9.1% |
| 5Y | -44.6% | -55.0% | +10.3% | -37.6% |
| All | +485.5% | -50.6% | +536.1% | +543.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling