-83.2%
FIG vs ZS
-33.9%
-49.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +3.4% | -2.6% | +6.0% | +5.0% |
| 30D | -9.5% | -12.8% | +3.4% | -2.3% |
| 3M | -26.2% | +2.3% | -28.5% | -28.7% |
| 6M | +2.7% | +26.3% | -23.6% | -18.5% |
| YTD | -48.0% | -14.4% | -33.5% | -49.3% |
| 1Y | -52.0% | -37.6% | -14.4% | -40.5% |
| All | -83.2% | -33.9% | -49.3% | -81.8% |
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