+2,662.7%
FIX vs ZS
+602.6%
+2,060.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | +16.9% | -5.2% | +22.1% | +17.6% |
| 30D | -30.6% | -15.5% | -15.2% | -29.4% |
| 3M | -35.1% | +9.0% | -44.1% | -36.1% |
| 6M | -44.0% | +32.2% | -76.2% | -46.9% |
| YTD | +21.0% | -14.1% | +35.1% | +20.3% |
| 1Y | +16.2% | -39.1% | +55.2% | +21.1% |
| 3Y | +506.9% | +10.4% | +496.5% | +483.7% |
| 5Y | +1,051.1% | -44.6% | +1,095.7% | +1,021.3% |
| All | +2,662.7% | +602.6% | +2,060.1% | +2,132.8% |
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 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