-51.1%
FIS vs ZS
-31.8%
-19.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -0.3% | -23.4% | -23.6% |
| 7D | -18.4% | -12.3% | -6.2% | -17.1% |
| 30D | -11.4% | +11.2% | -22.6% | -13.2% |
| 3M | -32.0% | +37.5% | -69.5% | -36.0% |
| 6M | -35.6% | +57.8% | -93.4% | -43.1% |
| YTD | -53.8% | -0.2% | -53.6% | -56.6% |
| 1Y | -51.1% | -31.6% | -19.4% | -52.2% |
| All | -51.1% | -31.8% | -19.2% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling