+3,937.1%
FIX vs ZS
+488.9%
+3,448.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +2.9% |
| 7D | +6.1% | -9.2% | +15.3% | +7.1% |
| 30D | -2.7% | -4.0% | +1.3% | -2.4% |
| 3M | -10.9% | +25.3% | -36.2% | -13.7% |
| 6M | +29.0% | -1.3% | +30.3% | +26.3% |
| YTD | +76.9% | -28.0% | +104.9% | +80.0% |
| 1Y | +130.7% | -42.5% | +173.2% | +142.2% |
| 3Y | +790.7% | +0.7% | +789.9% | +769.2% |
| 5Y | +2,185.6% | -42.3% | +2,227.9% | +2,152.4% |
| All | +3,937.1% | +488.9% | +3,448.3% | +3,240.1% |
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