+8.1%
FPS vs ZS
-9.3%
+17.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +2.3% |
| 7D | +3.1% | -7.8% | +11.0% | +2.9% |
| 30D | -18.6% | +5.0% | -23.6% | -18.3% |
| 3M | -51.5% | +25.5% | -77.0% | -51.1% |
| 6M | -8.5% | +8.7% | -17.2% | -4.8% |
| All | +8.1% | -9.3% | +17.4% | +11.5% |
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