-41.1%
FIS vs ZS
-41.6%
+0.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -3.9% |
| 7D | -9.1% | -3.8% | -5.2% | -8.5% |
| 30D | -10.4% | -6.0% | -4.5% | -9.7% |
| 3M | -3.7% | +32.0% | -35.7% | -8.4% |
| 6M | -24.8% | +2.1% | -26.9% | -28.4% |
| YTD | -41.6% | -26.2% | -15.4% | -42.4% |
| All | -41.1% | -41.6% | +0.4% | -39.9% |
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