-32.5%
FIS vs ZS
+29.4%
-61.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.3% | -5.8% | -6.1% |
| 7D | -3.5% | -5.2% | +1.7% | -3.1% |
| 30D | -19.4% | -15.5% | -3.9% | -18.8% |
| 3M | -31.6% | +9.0% | -40.5% | -33.0% |
| 6M | -32.5% | +32.2% | -64.7% | -36.0% |
| All | -32.5% | +29.4% | -61.9% | -36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling