-66.6%
FIS vs ZS
+608.8%
-675.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | -27.4% | -13.4% | -14.0% | -26.1% |
| 30D | -16.8% | -16.6% | -0.2% | -15.1% |
| 3M | -32.6% | +10.3% | -43.0% | -34.1% |
| 6M | -33.4% | +28.1% | -61.5% | -37.1% |
| YTD | -56.0% | -13.3% | -42.7% | -56.6% |
| 1Y | -55.1% | -40.7% | -14.4% | -53.5% |
| 3Y | -41.4% | +11.4% | -52.8% | -45.2% |
| 5Y | -72.7% | -42.2% | -30.5% | -73.9% |
| All | -66.6% | +608.8% | -675.4% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling