+2,608.4%
FIX vs ZS
+608.8%
+1,999.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -13.9% | -13.4% | -0.5% | -12.5% |
| 30D | -35.5% | -16.6% | -18.9% | -34.3% |
| 3M | -33.9% | +10.3% | -44.3% | -35.0% |
| 6M | -43.3% | +28.1% | -71.4% | -46.0% |
| YTD | +18.7% | -13.3% | +32.0% | +17.8% |
| 1Y | +13.8% | -40.7% | +54.5% | +19.1% |
| 3Y | +495.0% | +11.4% | +483.6% | +471.7% |
| 5Y | +1,049.0% | -42.2% | +1,091.2% | +1,016.1% |
| All | +2,608.4% | +608.8% | +1,999.6% | +2,086.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling