+251.6%
FERG vs ZS
+498.3%
-246.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -2.6% | -3.1% | +0.5% | -2.3% |
| 30D | -8.9% | -7.2% | -1.7% | -8.5% |
| 3M | -2.0% | +30.5% | -32.5% | -4.2% |
| 6M | -3.2% | +7.0% | -10.2% | -5.0% |
| YTD | +1.5% | -26.8% | +28.3% | +2.7% |
| 1Y | +0.5% | -42.6% | +43.1% | +3.8% |
| 3Y | +50.4% | -0.3% | +50.7% | +47.0% |
| 5Y | +68.7% | -39.2% | +107.9% | +63.2% |
| All | +251.6% | +498.3% | -246.8% | +235.5% |
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