-7.0%
ZTS vs ZS
+494.5%
-501.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -4.5% | -8.1% | +3.6% | -3.4% |
| 30D | -3.3% | -8.4% | +5.1% | -2.4% |
| 3M | -9.7% | +31.1% | -40.8% | -13.4% |
| 6M | -38.8% | +4.4% | -43.2% | -40.7% |
| YTD | -41.2% | -27.3% | -13.9% | -40.1% |
| 1Y | -50.3% | -41.4% | -8.9% | -47.8% |
| 3Y | -59.1% | +1.7% | -60.8% | -61.5% |
| 5Y | -62.8% | -39.6% | -23.2% | -64.1% |
| All | -7.0% | +494.5% | -501.5% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling