-22.6%
FPS vs ZS
+20.0%
-42.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.3% | -17.0% | -17.3% |
| 7D | -23.3% | -12.3% | -11.1% | -23.8% |
| 30D | -42.4% | +11.2% | -53.6% | -41.9% |
| 3M | -43.0% | +37.5% | -80.6% | -41.4% |
| 6M | -44.5% | +57.8% | -102.3% | -39.9% |
| All | -22.6% | +20.0% | -42.6% | -18.1% |
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