-79.1%
FIG vs ZS
-41.7%
-37.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -1.7% |
| 7D | -16.3% | -7.8% | -8.5% | -12.3% |
| 30D | -14.3% | +5.0% | -19.4% | -16.9% |
| 3M | +7.2% | +25.5% | -18.4% | -5.7% |
| 6M | -18.6% | +8.7% | -27.3% | -29.0% |
| YTD | -35.5% | -24.5% | -10.9% | -31.0% |
| 1Y | -55.8% | -36.7% | -19.1% | -52.1% |
| All | -79.1% | -41.7% | -37.4% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling