+122.9%
FIX vs ZS
-37.1%
+160.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +1.7% |
| 7D | +6.0% | -7.8% | +13.9% | +5.6% |
| 30D | -7.2% | +5.0% | -12.3% | -6.9% |
| 3M | -15.9% | +25.5% | -41.4% | -14.5% |
| 6M | +12.7% | +8.7% | +4.0% | +16.4% |
| YTD | +72.8% | -24.5% | +97.3% | +97.8% |
| 1Y | +122.9% | -36.7% | +159.6% | +167.7% |
| All | +122.9% | -37.1% | +160.0% | +167.7% |
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