+2,626.3%
FIX vs ZS
+623.8%
+2,002.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.7% | +9.3% |
| 7D | -7.2% | -11.1% | +3.8% | -6.0% |
| 30D | -35.1% | -14.8% | -20.3% | -34.0% |
| 3M | -34.3% | +18.0% | -52.3% | -35.8% |
| 6M | -42.9% | +30.8% | -73.8% | -45.8% |
| YTD | +19.5% | -11.5% | +31.0% | +18.4% |
| 1Y | +16.8% | -37.8% | +54.6% | +21.5% |
| 3Y | +506.7% | +16.6% | +490.1% | +480.3% |
| 5Y | +1,046.7% | -43.6% | +1,090.2% | +1,014.0% |
| All | +2,626.3% | +623.8% | +2,002.5% | +2,096.4% |
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