+448.7%
FIX vs ZS
+18.6%
+430.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.1% | +8.5% | +5.9% |
| 7D | -17.5% | -16.9% | -0.6% | -15.1% |
| 30D | -41.6% | -7.4% | -34.1% | -40.9% |
| 3M | -40.6% | +21.6% | -62.2% | -42.8% |
| 6M | -49.4% | +42.4% | -91.7% | -54.7% |
| YTD | +9.2% | -12.1% | +21.3% | +14.1% |
| 1Y | +6.5% | -37.8% | +44.3% | +28.5% |
| 3Y | +448.7% | +20.9% | +427.8% | +372.0% |
| All | +448.7% | +18.6% | +430.1% | +372.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling