-26.7%
ZTS vs ZS
-31.8%
+5.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.8% | +7.5% |
| 7D | +15.4% | -12.3% | +27.7% | +15.1% |
| 30D | +25.8% | +11.2% | +14.5% | +25.9% |
| 3M | +18.1% | +37.5% | -19.4% | +19.0% |
| 6M | -19.7% | +57.8% | -77.6% | -16.5% |
| YTD | -27.5% | -0.2% | -27.3% | -23.1% |
| 1Y | -26.7% | -31.6% | +4.9% | -20.0% |
| All | -26.7% | -31.8% | +5.1% | -20.0% |
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