+3,843.7%
FIX vs ZS
+517.5%
+3,326.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.4% |
| 7D | +6.0% | -7.8% | +13.9% | +6.9% |
| 30D | -7.2% | +5.0% | -12.3% | -7.9% |
| 3M | -15.9% | +25.5% | -41.4% | -18.4% |
| 6M | +12.7% | +8.7% | +4.0% | +9.0% |
| YTD | +72.8% | -24.5% | +97.3% | +74.9% |
| 1Y | +122.9% | -36.7% | +159.6% | +131.2% |
| 3Y | +774.3% | +7.2% | +767.1% | +747.6% |
| 5Y | +2,049.5% | -40.9% | +2,090.4% | +2,010.2% |
| All | +3,843.7% | +517.5% | +3,326.3% | +3,146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling