-80.8%
FIG vs ZS
-43.8%
-37.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.5% |
| 7D | -12.2% | -8.1% | -4.2% | -7.7% |
| 30D | -11.0% | -8.4% | -2.5% | -6.3% |
| 3M | +11.9% | +31.1% | -19.2% | -3.7% |
| 6M | -21.9% | +4.4% | -26.3% | -30.2% |
| YTD | -40.8% | -27.3% | -13.4% | -35.3% |
| 1Y | -56.6% | -41.4% | -15.3% | -49.2% |
| All | -80.8% | -43.8% | -37.0% | -76.7% |
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