-2.3%
FERG vs ZS
-37.1%
+34.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.5% | +6.8% | +2.3% |
| 7D | 0.0% | -7.8% | +7.8% | -0.1% |
| 30D | -10.2% | +5.0% | -15.2% | -10.0% |
| 3M | -0.6% | +25.5% | -26.1% | +0.2% |
| 6M | -6.5% | +8.7% | -15.2% | -5.1% |
| YTD | +4.2% | -24.5% | +28.7% | +8.6% |
| 1Y | -2.3% | -36.7% | +34.4% | +1.4% |
| All | -2.3% | -37.1% | +34.8% | +1.4% |
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