-55.0%
FIS vs ZS
+494.5%
-549.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | -8.9% | -8.1% | -0.8% | -7.9% |
| 30D | -9.9% | -8.4% | -1.5% | -9.0% |
| 3M | 0.0% | +31.1% | -31.1% | -3.9% |
| 6M | -22.9% | +4.4% | -27.3% | -24.8% |
| YTD | -40.9% | -27.3% | -13.6% | -39.7% |
| 1Y | -40.4% | -41.4% | +0.9% | -37.7% |
| 3Y | -25.4% | +1.7% | -27.0% | -28.8% |
| 5Y | -64.8% | -39.6% | -25.2% | -66.1% |
| All | -55.0% | +494.5% | -549.5% | -67.8% |
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