+16.2%
FIX vs ZS
-41.8%
+58.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | +16.9% | -5.2% | +22.1% | +16.5% |
| 30D | -30.6% | -15.5% | -15.2% | -31.4% |
| 3M | -35.1% | +9.0% | -44.1% | -33.6% |
| 6M | -44.0% | +32.2% | -76.2% | -40.5% |
| YTD | +21.0% | -14.1% | +35.1% | +41.2% |
| 1Y | +16.2% | -39.1% | +55.2% | +46.0% |
| All | +16.2% | -41.8% | +58.0% | +46.0% |
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