-58.7%
ZTS vs ZS
-45.5%
-13.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +5.6% | -2.6% | +8.2% | +5.9% |
| 30D | +12.1% | -12.8% | +24.9% | +13.9% |
| 3M | +11.3% | +2.3% | +9.0% | +10.1% |
| 6M | +14.3% | +26.3% | -12.0% | +8.0% |
| YTD | -31.9% | -14.4% | -17.5% | -32.0% |
| 1Y | -29.3% | -37.6% | +8.4% | -25.4% |
| 3Y | -48.0% | +8.0% | -56.1% | -52.1% |
| All | -58.7% | -45.5% | -13.3% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling