-80.9%
FIG vs ZS
-42.9%
-38.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.8% | -4.8% |
| 7D | -14.5% | -3.8% | -10.6% | -12.5% |
| 30D | -13.3% | -6.0% | -7.3% | -10.2% |
| 3M | +7.4% | +32.0% | -24.6% | -7.9% |
| 6M | -27.8% | +2.1% | -29.9% | -34.6% |
| YTD | -41.1% | -26.2% | -15.0% | -36.2% |
| 1Y | -58.7% | -41.2% | -17.6% | -51.3% |
| All | -80.9% | -42.9% | -38.0% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling