-62.4%
ZTS vs ZS
-40.8%
-21.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.7% |
| 7D | -3.8% | -3.8% | +0.1% | -3.3% |
| 30D | -2.0% | -6.0% | +4.0% | -1.4% |
| 3M | -10.2% | +32.0% | -42.2% | -14.1% |
| 6M | -39.4% | +2.1% | -41.5% | -41.1% |
| YTD | -40.8% | -26.2% | -14.7% | -39.4% |
| 1Y | -50.1% | -41.2% | -9.0% | -46.9% |
| 3Y | -58.9% | +3.3% | -62.2% | -62.0% |
| 5Y | -62.4% | -40.7% | -21.6% | -64.1% |
| All | -62.4% | -40.8% | -21.6% | -64.1% |
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