+367.7%
FAST vs ZS
+623.8%
-256.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | +3.8% | -11.1% | +14.9% | +5.2% |
| 30D | +8.1% | -14.8% | +22.9% | +9.8% |
| 3M | +5.8% | +18.0% | -12.2% | +3.1% |
| 6M | +24.9% | +30.8% | -6.0% | +18.5% |
| YTD | +38.9% | -11.5% | +50.4% | +37.4% |
| 1Y | +36.5% | -37.8% | +74.3% | +41.1% |
| 3Y | +98.1% | +16.6% | +81.5% | +84.9% |
| 5Y | +109.3% | -43.6% | +152.9% | +102.7% |
| All | +367.7% | +623.8% | -256.1% | +214.3% |
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