-49.6%
ZTS vs ZS
-37.1%
-12.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.7% |
| 7D | -2.0% | -7.8% | +5.9% | -2.1% |
| 30D | +1.9% | +5.0% | -3.1% | +2.1% |
| 3M | -4.0% | +25.5% | -29.5% | -3.4% |
| 6M | -39.1% | +8.7% | -47.8% | -37.5% |
| YTD | -38.8% | -24.5% | -14.3% | -34.9% |
| 1Y | -49.6% | -36.7% | -12.9% | -44.4% |
| All | -49.6% | -37.1% | -12.5% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling