+13.8%
FIX vs ZS
-39.8%
+53.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.8% |
| 7D | -13.9% | -13.4% | -0.5% | -14.8% |
| 30D | -35.5% | -16.6% | -18.9% | -36.4% |
| 3M | -33.9% | +10.3% | -44.3% | -32.4% |
| 6M | -43.3% | +28.1% | -71.4% | -39.8% |
| YTD | +18.7% | -13.3% | +32.0% | +37.1% |
| 1Y | +13.8% | -40.7% | +54.5% | +38.7% |
| All | +13.8% | -39.8% | +53.6% | +38.7% |
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