-23.6%
FIS vs ZS
+0.9%
-24.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.3% | -5.2% |
| 7D | -3.5% | -9.2% | +5.8% | -2.0% |
| 30D | -7.8% | -4.0% | -3.8% | -7.4% |
| 3M | +0.8% | +25.3% | -24.5% | -3.0% |
| 6M | -21.9% | -1.3% | -20.6% | -23.9% |
| YTD | -39.5% | -28.0% | -11.5% | -38.6% |
| 1Y | -41.0% | -42.5% | +1.5% | -38.6% |
| 3Y | -23.6% | +0.7% | -24.3% | -30.0% |
| All | -23.6% | +0.9% | -24.5% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling