-25.9%
FPS vs ZS
+4.2%
-30.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -4.9% |
| 7D | -20.9% | -13.4% | -7.5% | -20.8% |
| 30D | -46.3% | -16.6% | -29.7% | -46.4% |
| 3M | -42.9% | +10.3% | -53.2% | -41.3% |
| 6M | -46.8% | +28.1% | -74.9% | -43.3% |
| All | -25.9% | +4.2% | -30.1% | -21.5% |
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