+14.4%
FIX vs ZS
-31.8%
+46.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.3% | -14.8% | -15.1% |
| 7D | -18.9% | -12.3% | -6.6% | -19.9% |
| 30D | -36.3% | +11.2% | -47.5% | -35.5% |
| 3M | -38.5% | +37.5% | -76.0% | -36.0% |
| 6M | -42.3% | +57.8% | -100.1% | -37.8% |
| YTD | +17.1% | -0.2% | +17.3% | +36.7% |
| 1Y | +14.4% | -31.6% | +46.0% | +42.5% |
| All | +14.4% | -31.8% | +46.2% | +42.5% |
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